+46.6%
PFG vs SARO
-22.5%
+69.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.6% |
| 7D | -0.4% | -3.1% | +2.7% | +0.5% |
| 30D | +2.9% | -12.2% | +15.1% | +6.9% |
| 3M | +6.7% | -7.4% | +14.1% | +8.5% |
| 6M | +33.8% | -15.3% | +49.0% | +39.0% |
| YTD | +35.0% | -16.2% | +51.1% | +40.2% |
| 1Y | +46.4% | -12.1% | +58.5% | +48.6% |
| All | +46.6% | -22.5% | +69.0% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 5y: compounded portfolio wealth divided by compounded SARO 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…
5y analysis · Full analysis span regression · 6 months rolling