+478.7%
PFGC vs SFM
+139.3%
+339.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.3% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +16.1% | -19.2% | +35.4% | +18.9% |
| 3M | +2.4% | -40.3% | +42.7% | +9.0% |
| 6M | +15.7% | -40.9% | +56.6% | +23.0% |
| YTD | +22.3% | -35.5% | +57.8% | +27.7% |
| 1Y | +13.9% | -37.4% | +51.3% | +19.4% |
| 3Y | +80.3% | +25.5% | +54.8% | +72.7% |
| 5Y | +136.1% | +113.0% | +23.1% | +111.1% |
| 10Y | +347.9% | +136.3% | +211.6% | +294.6% |
| All | +478.7% | +139.3% | +339.4% | +411.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling