+988.7%
PFG vs SBAC
+2,113.5%
-1,124.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.3% |
| 7D | +5.5% | -0.8% | +6.3% | +5.7% |
| 30D | +2.4% | +6.9% | -4.6% | +0.9% |
| 3M | +13.6% | -8.2% | +21.8% | +15.5% |
| 6M | +27.9% | -1.6% | +29.5% | +27.2% |
| YTD | +35.6% | -0.1% | +35.7% | +34.0% |
| 1Y | +48.5% | -0.5% | +48.9% | +46.6% |
| 3Y | +66.9% | -9.1% | +75.9% | +66.0% |
| 5Y | +111.0% | -43.8% | +154.7% | +130.7% |
| 10Y | +244.5% | +80.5% | +164.0% | +187.9% |
| All | +988.7% | +2,113.5% | -1,124.8% | +524.5% |
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 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