+76.8%
SPYM vs PFGC
+61.7%
+15.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -0.4% | -3.7% | +3.4% | +0.5% |
| 30D | -1.4% | -16.0% | +14.6% | +2.7% |
| 3M | +3.7% | -4.1% | +7.9% | +4.3% |
| 6M | +13.0% | +8.7% | +4.3% | +9.6% |
| YTD | +12.5% | +6.4% | +6.1% | +9.0% |
| 1Y | +18.6% | -8.4% | +27.0% | +20.2% |
| All | +76.8% | +61.7% | +15.1% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling