+137.4%
PFGC vs SFM
+116.0%
+21.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +3.4% | +6.0% | -2.6% | +2.3% |
| 30D | +16.9% | -19.5% | +36.4% | +20.6% |
| 3M | +6.4% | -37.0% | +43.4% | +14.7% |
| 6M | +16.0% | -41.0% | +57.0% | +26.1% |
| YTD | +23.6% | -34.6% | +58.3% | +30.6% |
| 1Y | +16.6% | -36.3% | +52.9% | +23.8% |
| 3Y | +82.3% | +24.5% | +57.7% | +65.9% |
| All | +137.4% | +116.0% | +21.5% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 5y: compounded portfolio wealth divided by compounded SFM 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…
5y analysis · Full analysis span regression · 6 months rolling