+314.6%
SPYM vs PFGC
+294.6%
+19.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -2.0% | -4.8% | +2.9% | -1.1% |
| 30D | -1.6% | -17.2% | +15.6% | +1.9% |
| 3M | +4.7% | -6.3% | +11.1% | +5.8% |
| 6M | +12.6% | +8.8% | +3.7% | +10.3% |
| YTD | +11.8% | +4.9% | +6.9% | +10.0% |
| 1Y | +17.5% | -9.5% | +27.0% | +18.8% |
| 3Y | +77.0% | +59.6% | +17.4% | +59.5% |
| 5Y | +82.6% | +113.5% | -30.9% | +54.2% |
| All | +314.6% | +294.6% | +19.9% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling