+190.2%
PFG vs SBAC
+103.9%
+86.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | +3.0% | +3.6% | -0.7% | +1.9% |
| 30D | +8.2% | +4.9% | +3.3% | +6.6% |
| 3M | +2.7% | +6.5% | -3.8% | +0.6% |
| 6M | +17.2% | -11.1% | +28.3% | +20.5% |
| YTD | +34.8% | +0.9% | +33.8% | +31.9% |
| 1Y | +43.6% | -1.6% | +45.1% | +41.6% |
| 3Y | +85.4% | -7.0% | +92.4% | +81.7% |
| 5Y | +102.2% | -39.2% | +141.4% | +126.2% |
| 10Y | +190.2% | +111.4% | +78.8% | +136.6% |
| All | +190.2% | +103.9% | +86.3% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling