+222.9%
SAP vs PFGC
+360.0%
-137.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +1.0% |
| 7D | +1.6% | +10.8% | -9.2% | -0.4% |
| 30D | +10.5% | +17.8% | -7.3% | +7.2% |
| 3M | +15.2% | -2.7% | +17.9% | +15.5% |
| 6M | +36.7% | +20.0% | +16.7% | +31.8% |
| YTD | -0.6% | +24.3% | -24.9% | -5.2% |
| 1Y | -4.1% | +13.2% | -17.3% | -7.1% |
| 3Y | +73.2% | +85.9% | -12.7% | +52.7% |
| 5Y | +74.1% | +141.0% | -66.9% | +45.0% |
| 10Y | +222.9% | +370.6% | -147.7% | +151.1% |
| All | +222.9% | +360.0% | -137.0% | +151.1% |
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