+934.9%
PFG vs SBAC
+2,113.3%
-1,178.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | -0.6% | +1.2% | -1.9% | -0.9% |
| 30D | +2.0% | +11.2% | -9.2% | -0.5% |
| 3M | -3.2% | +4.5% | -7.6% | -4.4% |
| 6M | +10.9% | -12.2% | +23.1% | +13.5% |
| YTD | +28.8% | -0.1% | +29.0% | +27.0% |
| 1Y | +39.2% | -0.3% | +39.4% | +37.2% |
| 3Y | +75.0% | -8.7% | +83.8% | +73.6% |
| 5Y | +91.9% | -40.2% | +132.1% | +106.8% |
| 10Y | +202.3% | +97.3% | +105.0% | +147.5% |
| All | +934.9% | +2,113.3% | -1,178.4% | +492.0% |
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