+14.5%
SAN vs PFG
+37.6%
-23.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.3% |
| 7D | +4.0% | +2.4% | +1.6% | +2.6% |
| 30D | -7.8% | +5.9% | -13.7% | -10.9% |
| 3M | -16.4% | -0.4% | -15.9% | -16.3% |
| 6M | +3.5% | +14.8% | -11.3% | -7.0% |
| YTD | +6.7% | +31.9% | -25.2% | -12.0% |
| 1Y | +14.5% | +38.8% | -24.3% | -7.6% |
| All | +14.5% | +37.6% | -23.1% | -7.6% |
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 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