+584.9%
SAN vs PFG
+1,015.3%
-430.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | 0.0% |
| 7D | +1.8% | +5.5% | -3.8% | -1.2% |
| 30D | +2.0% | +2.4% | -0.4% | +0.6% |
| 3M | +19.7% | +13.6% | +6.1% | +11.7% |
| 6M | +30.6% | +27.9% | +2.7% | +14.7% |
| YTD | +28.8% | +35.6% | -6.7% | +9.7% |
| 1Y | +57.8% | +48.5% | +9.3% | +27.6% |
| 3Y | +338.1% | +66.9% | +271.3% | +228.6% |
| 5Y | +384.2% | +111.0% | +273.3% | +222.9% |
| 10Y | +353.1% | +244.5% | +108.7% | +130.2% |
| All | +584.9% | +1,015.3% | -430.4% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling