+47.9%
PFG vs SBAC
+2.4%
+45.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.8% | -1.7% | +3.7% |
| 7D | +4.9% | +5.8% | -0.9% | +4.5% |
| 30D | +5.7% | +20.8% | -15.1% | +4.3% |
| 3M | +2.6% | +4.8% | -2.2% | +2.4% |
| 6M | +19.8% | -9.1% | +28.9% | +20.1% |
| YTD | +36.3% | +3.1% | +33.2% | +37.5% |
| 1Y | +47.9% | +2.2% | +45.7% | +49.8% |
| All | +47.9% | +2.4% | +45.5% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling