+353.0%
PFGC vs SBAC
+109.8%
+243.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +1.5% | -2.8% | +4.3% | +2.2% |
| 30D | +17.4% | +3.1% | +14.3% | +16.7% |
| 3M | -2.4% | +5.1% | -7.6% | -3.6% |
| 6M | +18.2% | -11.4% | +29.6% | +20.9% |
| YTD | +23.7% | +0.2% | +23.5% | +22.3% |
| 1Y | +15.0% | -3.9% | +18.9% | +14.8% |
| 3Y | +82.3% | -7.7% | +90.0% | +80.2% |
| 5Y | +131.9% | -39.7% | +171.7% | +153.8% |
| 10Y | +353.0% | +111.9% | +241.1% | +278.6% |
| All | +353.0% | +109.8% | +243.2% | +278.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling