+236.6%
SAP vs PFG
+184.0%
+52.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | +0.6% | +2.4% | -1.8% | -0.3% |
| 30D | +6.5% | +5.9% | +0.7% | +4.2% |
| 3M | +12.2% | -0.4% | +12.7% | +12.2% |
| 6M | +46.1% | +14.8% | +31.2% | +38.5% |
| YTD | -1.6% | +31.9% | -33.5% | -11.5% |
| 1Y | -5.1% | +38.8% | -43.9% | -16.2% |
| 3Y | +68.4% | +82.4% | -14.0% | +32.4% |
| 5Y | +79.4% | +94.7% | -15.3% | +35.5% |
| All | +236.6% | +184.0% | +52.6% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling