+384.2%
SPYM vs PFGC
+419.1%
-34.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +0.1% | -2.2% | +2.3% | +0.5% |
| 30D | +0.1% | -11.9% | +12.0% | +2.4% |
| 3M | +2.0% | +5.0% | -3.0% | +0.8% |
| 6M | +13.1% | +8.6% | +4.5% | +10.9% |
| YTD | +13.6% | +9.7% | +3.9% | +10.9% |
| 1Y | +20.1% | -6.3% | +26.4% | +20.5% |
| 3Y | +77.6% | +58.2% | +19.3% | +60.5% |
| 5Y | +82.5% | +110.4% | -27.9% | +54.6% |
| 10Y | +317.6% | +272.8% | +44.8% | +218.3% |
| All | +384.2% | +419.1% | -34.9% | +252.7% |
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