+110.2%
PFG vs SNY
+9.4%
+100.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -0.4% | -3.3% | +2.9% | +0.3% |
| 30D | +2.9% | -2.2% | +5.0% | +3.3% |
| 3M | +6.7% | -3.0% | +9.8% | +7.3% |
| 6M | +33.8% | +2.7% | +31.0% | +32.8% |
| YTD | +35.0% | -6.8% | +41.8% | +36.5% |
| 1Y | +46.4% | -5.3% | +51.7% | +47.4% |
| 3Y | +71.7% | -9.8% | +81.4% | +72.3% |
| All | +110.2% | +9.4% | +100.8% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling