+661.3%
PFG vs SNY
+241.5%
+419.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -3.0% | -3.6% | +0.6% | -0.7% |
| 30D | +2.5% | -1.9% | +4.4% | +3.6% |
| 3M | +6.1% | -2.0% | +8.0% | +6.9% |
| 6M | +31.3% | +2.5% | +28.7% | +28.1% |
| YTD | +33.6% | -7.0% | +40.5% | +37.9% |
| 1Y | +48.5% | -4.4% | +52.9% | +49.6% |
| 3Y | +69.6% | -8.4% | +78.0% | +63.8% |
| 5Y | +111.5% | +9.5% | +101.9% | +72.8% |
| 10Y | +244.2% | +64.3% | +179.9% | +100.3% |
| All | +661.3% | +241.5% | +419.7% | +164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling