+342.3%
SAN vs PFG
+242.8%
+99.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.5% |
| 7D | +3.3% | +6.0% | -2.7% | -0.8% |
| 30D | +1.1% | +2.2% | -1.1% | -0.6% |
| 3M | +22.2% | +10.4% | +11.8% | +13.8% |
| 6M | +36.0% | +27.8% | +8.2% | +15.0% |
| YTD | +28.2% | +33.6% | -5.4% | +5.0% |
| 1Y | +54.1% | +49.3% | +4.8% | +16.5% |
| 3Y | +354.2% | +69.7% | +284.5% | +205.8% |
| 5Y | +387.3% | +111.3% | +275.9% | +180.2% |
| All | +342.3% | +242.8% | +99.5% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling