-20.4%
SAP vs PFGC
-8.4%
-12.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.5% |
| 7D | -0.3% | -2.4% | +2.2% | 0.0% |
| 30D | +2.6% | -15.8% | +18.3% | +4.5% |
| 3M | +16.3% | -0.6% | +16.9% | +18.0% |
| 6M | +6.4% | +10.7% | -4.3% | +7.0% |
| YTD | -11.4% | +7.6% | -19.1% | -12.2% |
| 1Y | -20.4% | -7.8% | -12.6% | -16.3% |
| All | -20.4% | -8.4% | -12.0% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling