+260.2%
SAN vs PFGC
+366.4%
-106.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +10.8% | +15.0% | -4.3% | +6.2% |
| 30D | -5.7% | +17.0% | -22.7% | -10.2% |
| 3M | -13.4% | -2.5% | -11.0% | -13.1% |
| 6M | +3.5% | +19.2% | -15.7% | -2.4% |
| YTD | +9.7% | +23.4% | -13.7% | +1.8% |
| 1Y | +20.9% | +13.9% | +7.0% | +14.8% |
| 3Y | +254.3% | +82.0% | +172.3% | +187.3% |
| 5Y | +304.2% | +128.7% | +175.5% | +199.6% |
| 10Y | +260.2% | +361.5% | -101.3% | +136.9% |
| All | +260.2% | +366.4% | -106.2% | +136.9% |
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