-20.4%
SAP vs PFG
+48.9%
-69.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | -0.3% | +6.0% | -6.3% | -2.8% |
| 30D | +2.6% | +2.2% | +0.4% | +1.5% |
| 3M | +16.3% | +10.4% | +5.9% | +11.4% |
| 6M | +6.4% | +27.8% | -21.4% | -3.1% |
| YTD | -11.4% | +33.6% | -45.1% | -20.0% |
| 1Y | -20.4% | +49.3% | -69.7% | -29.7% |
| All | -20.4% | +48.9% | -69.3% | -29.7% |
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