+1.6%
PG vs SFM
+82.1%
-80.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -0.8% | -10.6% | +9.8% | -0.6% |
| 30D | +0.8% | -15.5% | +16.3% | +1.1% |
| 3M | -1.3% | -17.4% | +16.1% | -1.1% |
| 6M | -3.8% | -3.4% | -0.4% | -3.6% |
| YTD | +3.6% | -8.7% | +12.3% | +3.8% |
| 1Y | -5.7% | -47.2% | +41.4% | -5.1% |
| 3Y | +1.6% | +82.7% | -81.1% | -4.7% |
| All | +1.6% | +82.1% | -80.5% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling