+111.3%
PFG vs SBAC
-43.9%
+155.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +2.2% | +3.2% | -1.0% | +1.5% |
| 3M | +10.4% | -5.1% | +15.4% | +11.4% |
| 6M | +27.8% | -2.1% | +29.9% | +27.5% |
| YTD | +33.6% | -0.5% | +34.2% | +32.4% |
| 1Y | +49.3% | +1.1% | +48.2% | +47.1% |
| 3Y | +69.7% | -7.4% | +77.2% | +67.4% |
| 5Y | +111.3% | -44.3% | +155.7% | +130.5% |
| All | +111.3% | -43.9% | +155.3% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling