-9.3%
SSPC vs PFG
+4.3%
-13.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +4.0% | -15.9% | -11.2% |
| 7D | -13.9% | +2.3% | -16.2% | -14.2% |
| 30D | +14.3% | +7.6% | +6.7% | +13.0% |
| 3M | -35.2% | +2.5% | -37.7% | -33.8% |
| All | -9.3% | +4.3% | -13.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 6mo: compounded portfolio wealth divided by compounded PFG 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…
6mo analysis · Full analysis span regression · Available span rolling