+298.1%
PFGC vs SBAC
+78.4%
+219.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | -16.0% | +3.9% | -19.8% | -16.7% |
| 3M | -4.1% | -8.2% | +4.0% | -2.5% |
| 6M | +8.7% | -2.8% | +11.5% | +8.4% |
| YTD | +6.4% | -1.5% | +7.9% | +5.6% |
| 1Y | -8.4% | 0.0% | -8.4% | -9.4% |
| 3Y | +61.8% | -8.4% | +70.1% | +59.9% |
| 5Y | +108.7% | -43.5% | +152.2% | +132.1% |
| 10Y | +298.1% | +86.9% | +211.2% | +232.1% |
| All | +298.1% | +78.4% | +219.8% | +232.1% |
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