+1,177.3%
SAP vs PFG
+960.1%
+217.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.6% |
| 7D | -0.7% | -0.6% | 0.0% | -0.5% |
| 30D | +11.1% | +2.0% | +9.1% | +10.4% |
| 3M | +17.0% | -3.2% | +20.2% | +18.0% |
| 6M | +34.8% | +10.9% | +23.9% | +30.5% |
| YTD | -2.2% | +28.8% | -31.1% | -9.7% |
| 1Y | -6.4% | +39.2% | -45.6% | -15.6% |
| 3Y | +75.1% | +75.0% | +0.1% | +45.8% |
| 5Y | +69.8% | +91.9% | -22.1% | +35.9% |
| 10Y | +219.8% | +202.3% | +17.5% | +110.9% |
| All | +1,177.3% | +960.1% | +217.2% | +287.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling