+982.3%
PFG vs SBAC
+2,136.7%
-1,154.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | +3.0% | +3.6% | -0.7% | +2.2% |
| 30D | +8.2% | +4.9% | +3.3% | +7.0% |
| 3M | +2.7% | +6.5% | -3.8% | +1.0% |
| 6M | +17.2% | -11.1% | +28.3% | +19.6% |
| YTD | +34.8% | +0.9% | +33.8% | +32.5% |
| 1Y | +43.6% | -1.6% | +45.1% | +41.9% |
| 3Y | +85.4% | -7.0% | +92.4% | +83.1% |
| 5Y | +102.2% | -39.2% | +141.4% | +117.1% |
| 10Y | +190.2% | +111.4% | +78.8% | +134.3% |
| All | +982.3% | +2,136.7% | -1,154.4% | +517.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling