+48.6%
PFG vs SBAC
+1.1%
+47.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +2.2% | +3.2% | -1.0% | +2.0% |
| 3M | +10.4% | -5.1% | +15.4% | +10.4% |
| 6M | +27.8% | -2.1% | +29.9% | +27.4% |
| YTD | +33.6% | -0.5% | +34.2% | +33.9% |
| All | +48.6% | +1.1% | +47.5% | +49.1% |
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