+68.4%
SAP vs PFGC
+82.6%
-14.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +0.6% | +3.4% | -2.8% | -0.3% |
| 30D | +6.5% | +16.9% | -10.4% | +2.2% |
| 3M | +12.2% | +6.4% | +5.8% | +10.2% |
| 6M | +46.1% | +16.0% | +30.1% | +40.6% |
| YTD | -1.6% | +23.6% | -25.2% | -7.9% |
| 1Y | -5.1% | +16.6% | -21.7% | -9.5% |
| 3Y | +68.4% | +82.3% | -13.9% | +37.9% |
| All | +68.4% | +82.6% | -14.2% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling