+239.1%
SAN vs PFG
+72.1%
+167.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.4% |
| 7D | +4.9% | -0.6% | +5.6% | +5.3% |
| 30D | -13.0% | +2.0% | -15.0% | -13.9% |
| 3M | -18.9% | -3.2% | -15.7% | -17.7% |
| 6M | -4.1% | +10.9% | -15.1% | -9.8% |
| YTD | +2.6% | +28.8% | -26.3% | -10.6% |
| 1Y | +16.9% | +39.2% | -22.2% | -1.9% |
| 3Y | +239.1% | +75.0% | +164.0% | +144.8% |
| All | +239.1% | +72.1% | +167.0% | +144.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling