+176.2%
SAP vs PFG
+239.4%
-63.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | -0.3% | +6.0% | -6.3% | -2.4% |
| 30D | +2.6% | +2.2% | +0.4% | +1.7% |
| 3M | +16.3% | +10.4% | +5.9% | +12.0% |
| 6M | +6.4% | +27.8% | -21.4% | -2.8% |
| YTD | -11.4% | +33.6% | -45.1% | -20.6% |
| 1Y | -20.4% | +49.3% | -69.7% | -31.6% |
| 3Y | +56.5% | +69.7% | -13.2% | +26.4% |
| 5Y | +56.8% | +111.3% | -54.6% | +15.1% |
| 10Y | +176.2% | +240.3% | -64.1% | +48.8% |
| All | +176.2% | +239.4% | -63.3% | +48.8% |
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