+488.3%
PFGC vs SBAC
+100.4%
+387.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +10.8% | +3.0% | +7.9% | +10.2% |
| 30D | +17.8% | +4.3% | +13.5% | +16.7% |
| 3M | -2.7% | +4.1% | -6.9% | -3.8% |
| 6M | +20.0% | -11.6% | +31.6% | +22.9% |
| YTD | +24.3% | +0.4% | +23.9% | +22.8% |
| 1Y | +13.2% | -1.1% | +14.3% | +12.2% |
| 3Y | +85.9% | -7.3% | +93.2% | +83.4% |
| 5Y | +141.0% | -40.8% | +181.8% | +164.9% |
| 10Y | +370.6% | +103.0% | +267.7% | +269.7% |
| All | +488.3% | +100.4% | +387.9% | +365.5% |
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