+48.8%
SAN vs PFGC
-9.2%
+58.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -2.8% | -4.8% | +2.1% | -1.7% |
| 30D | -0.5% | -17.2% | +16.7% | +3.6% |
| 3M | +22.7% | -6.3% | +29.1% | +24.2% |
| 6M | +28.8% | +8.8% | +19.9% | +25.2% |
| YTD | +26.3% | +4.9% | +21.3% | +22.2% |
| 1Y | +48.8% | -9.5% | +58.3% | +46.2% |
| All | +48.8% | -9.2% | +58.1% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling