+310.9%
SAN vs PFGC
+419.1%
-108.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +1.8% | -2.2% | +4.0% | +2.4% |
| 30D | +2.0% | -11.9% | +13.9% | +5.7% |
| 3M | +19.7% | +5.0% | +14.7% | +17.7% |
| 6M | +30.6% | +8.6% | +22.0% | +27.1% |
| YTD | +28.8% | +9.7% | +19.2% | +24.3% |
| 1Y | +57.8% | -6.3% | +64.1% | +59.1% |
| 3Y | +338.1% | +58.2% | +279.9% | +272.9% |
| 5Y | +384.2% | +110.4% | +273.8% | +271.3% |
| 10Y | +353.1% | +272.8% | +80.4% | +204.4% |
| All | +310.9% | +419.1% | -108.2% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling