+116.1%
PG vs SFM
+271.4%
-155.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -0.8% | -10.6% | +9.8% | +0.2% |
| 30D | +0.8% | -15.5% | +16.3% | +2.3% |
| 3M | -1.3% | -17.4% | +16.1% | +0.2% |
| 6M | -3.8% | -3.4% | -0.4% | -4.0% |
| YTD | +3.6% | -8.7% | +12.3% | +3.8% |
| 1Y | -5.7% | -47.2% | +41.4% | -0.8% |
| 3Y | +1.6% | +82.7% | -81.1% | -9.4% |
| 5Y | +14.6% | +214.3% | -199.7% | -6.1% |
| All | +116.1% | +271.4% | -155.3% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling