+483.3%
SAN vs PFG
+1,008.7%
-525.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | +10.8% | +3.0% | +7.8% | +9.2% |
| 30D | -5.7% | +8.2% | -13.9% | -9.5% |
| 3M | -13.4% | +2.7% | -16.1% | -14.8% |
| 6M | +3.5% | +17.2% | -13.7% | -5.1% |
| YTD | +9.7% | +34.8% | -25.0% | -6.4% |
| 1Y | +20.9% | +43.6% | -22.7% | -0.3% |
| 3Y | +254.3% | +85.4% | +168.9% | +151.2% |
| 5Y | +304.2% | +102.2% | +202.1% | +174.8% |
| 10Y | +260.2% | +190.2% | +70.0% | +98.6% |
| All | +483.3% | +1,008.7% | -525.4% | +31.0% |
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