+375.4%
SPYM vs PFGC
+485.1%
-109.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +2.6% | +3.4% | -0.9% | +1.9% |
| 30D | -2.0% | +16.9% | -18.9% | -5.0% |
| 3M | -2.8% | +6.4% | -9.2% | -4.2% |
| 6M | +2.2% | +16.0% | -13.9% | -1.2% |
| YTD | +11.5% | +23.6% | -12.1% | +6.1% |
| 1Y | +13.5% | +16.6% | -3.1% | +9.2% |
| 3Y | +78.0% | +82.3% | -4.2% | +56.4% |
| 5Y | +73.1% | +138.7% | -65.6% | +43.1% |
| 10Y | +310.9% | +352.8% | -42.0% | +202.6% |
| All | +375.4% | +485.1% | -109.7% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling