+419.1%
PFGC vs SBAC
+99.4%
+319.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | -11.9% | +6.9% | -18.9% | -13.3% |
| 3M | +5.0% | -8.2% | +13.2% | +6.8% |
| 6M | +8.6% | -1.6% | +10.2% | +8.0% |
| YTD | +9.7% | -0.1% | +9.8% | +8.6% |
| 1Y | -6.3% | -0.5% | -5.8% | -7.3% |
| 3Y | +58.2% | -9.1% | +67.3% | +56.7% |
| 5Y | +110.4% | -43.8% | +154.2% | +134.3% |
| 10Y | +272.8% | +80.5% | +192.2% | +203.2% |
| All | +419.1% | +99.4% | +319.7% | +311.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling