+71.7%
PFG vs SNY
-9.6%
+81.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -0.4% | -3.3% | +2.9% | +0.1% |
| 30D | +2.9% | -2.2% | +5.0% | +3.2% |
| 3M | +6.7% | -3.0% | +9.8% | +7.1% |
| 6M | +33.8% | +2.7% | +31.0% | +33.1% |
| YTD | +35.0% | -6.8% | +41.8% | +36.0% |
| 1Y | +46.4% | -5.3% | +51.7% | +47.1% |
| 3Y | +71.7% | -9.8% | +81.4% | +73.1% |
| All | +71.7% | -9.6% | +81.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling