+23.6%
SAN vs PFG
+46.8%
-23.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.1% | +2.3% | +3.9% |
| 7D | +4.5% | +4.9% | -0.4% | +1.6% |
| 30D | -12.1% | +5.7% | -17.7% | -14.9% |
| 3M | -15.6% | +2.6% | -18.1% | -17.0% |
| 6M | +5.8% | +19.8% | -14.0% | -7.4% |
| YTD | +5.5% | +36.3% | -30.8% | -14.6% |
| 1Y | +23.6% | +47.9% | -24.3% | -2.9% |
| All | +23.6% | +46.8% | -23.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling