-5.9%
SAP vs PFG
+46.8%
-52.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +2.4% |
| 7D | +1.3% | +4.9% | -3.6% | -0.8% |
| 30D | +15.5% | +5.7% | +9.9% | +12.7% |
| 3M | +22.8% | +2.6% | +20.2% | +21.1% |
| 6M | +42.5% | +19.8% | +22.7% | +31.1% |
| YTD | +0.5% | +36.3% | -35.7% | -11.2% |
| 1Y | -5.9% | +47.9% | -53.8% | -19.4% |
| All | -5.9% | +46.8% | -52.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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