+222.9%
SAP vs PFG
+203.0%
+19.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.2% |
| 7D | +1.6% | +2.3% | -0.7% | +0.8% |
| 30D | +10.5% | +7.6% | +2.9% | +7.5% |
| 3M | +15.2% | +2.5% | +12.6% | +13.9% |
| 6M | +36.7% | +16.6% | +20.1% | +28.9% |
| YTD | -0.6% | +34.1% | -34.6% | -11.0% |
| 1Y | -4.1% | +44.1% | -48.2% | -16.5% |
| 3Y | +73.2% | +86.3% | -13.0% | +35.3% |
| 5Y | +74.1% | +101.6% | -27.5% | +29.9% |
| 10Y | +222.9% | +197.9% | +25.1% | +98.6% |
| All | +222.9% | +203.0% | +19.9% | +98.6% |
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