+236.6%
SAP vs PFGC
+351.0%
-114.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +0.6% | +3.4% | -2.8% | 0.0% |
| 30D | +6.5% | +16.9% | -10.4% | +3.4% |
| 3M | +12.2% | +6.4% | +5.8% | +10.8% |
| 6M | +46.1% | +16.0% | +30.1% | +41.8% |
| YTD | -1.6% | +23.6% | -25.2% | -6.1% |
| 1Y | -5.1% | +16.6% | -21.7% | -8.5% |
| 3Y | +68.4% | +82.3% | -13.9% | +48.9% |
| 5Y | +79.4% | +138.7% | -59.3% | +49.7% |
| All | +236.6% | +351.0% | -114.4% | +162.0% |
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