+336.9%
SAN vs PFGC
+287.3%
+49.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -0.5% | -3.7% | +3.2% | +0.7% |
| 30D | -0.1% | -16.0% | +15.9% | +5.2% |
| 3M | +19.6% | -4.1% | +23.8% | +20.9% |
| 6M | +32.7% | +8.7% | +24.0% | +29.0% |
| YTD | +26.7% | +6.4% | +20.3% | +23.2% |
| 1Y | +51.6% | -8.4% | +60.0% | +54.0% |
| 3Y | +348.7% | +61.8% | +287.0% | +277.6% |
| 5Y | +378.7% | +108.7% | +270.0% | +265.3% |
| 10Y | +336.9% | +298.1% | +38.8% | +190.4% |
| All | +336.9% | +287.3% | +49.6% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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