+75.1%
SAP vs PFGC
+77.4%
-2.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -3.6% |
| 7D | -0.7% | +8.5% | -9.2% | -2.8% |
| 30D | +11.1% | +15.0% | -3.9% | +7.1% |
| 3M | +17.0% | -6.2% | +23.2% | +18.7% |
| 6M | +34.8% | +15.7% | +19.1% | +29.9% |
| YTD | -2.2% | +19.6% | -21.8% | -7.7% |
| 1Y | -6.4% | +13.2% | -19.6% | -10.2% |
| 3Y | +75.1% | +77.0% | -1.8% | +45.9% |
| All | +75.1% | +77.4% | -2.2% | +45.9% |
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