+176.2%
SAP vs PFGC
+273.4%
-97.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | -0.3% | -2.4% | +2.2% | +0.2% |
| 30D | +2.6% | -15.8% | +18.3% | +5.8% |
| 3M | +16.3% | -0.6% | +16.9% | +16.4% |
| 6M | +6.4% | +10.7% | -4.3% | +4.2% |
| YTD | -11.4% | +7.6% | -19.1% | -13.2% |
| 1Y | -20.4% | -7.8% | -12.6% | -19.7% |
| 3Y | +56.5% | +63.7% | -7.2% | +41.3% |
| 5Y | +56.8% | +112.3% | -55.5% | +33.7% |
| 10Y | +176.2% | +286.7% | -110.5% | +118.5% |
| All | +176.2% | +273.4% | -97.2% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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