+387.3%
SAN vs PFGC
+110.5%
+276.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | +3.3% | -2.4% | +5.8% | +4.2% |
| 30D | +1.1% | -15.8% | +16.8% | +7.0% |
| 3M | +22.2% | -0.6% | +22.8% | +22.0% |
| 6M | +36.0% | +10.7% | +25.3% | +30.8% |
| YTD | +28.2% | +7.6% | +20.6% | +23.5% |
| 1Y | +54.1% | -7.8% | +62.0% | +56.3% |
| 3Y | +354.2% | +63.7% | +290.5% | +263.5% |
| 5Y | +387.3% | +112.3% | +275.0% | +250.2% |
| All | +387.3% | +110.5% | +276.8% | +250.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling