+70.8%
SAP vs PFG
+91.4%
-20.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.5% |
| 7D | -0.7% | -0.6% | 0.0% | -0.4% |
| 30D | +11.1% | +2.0% | +9.1% | +10.1% |
| 3M | +17.0% | -3.2% | +20.2% | +18.2% |
| 6M | +34.8% | +10.9% | +23.9% | +29.1% |
| YTD | -2.2% | +28.8% | -31.1% | -11.9% |
| 1Y | -6.4% | +39.2% | -45.6% | -18.3% |
| 3Y | +75.1% | +75.0% | +0.1% | +36.1% |
| All | +70.8% | +91.4% | -20.6% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling