+294.8%
SAP vs PFGC
+419.1%
-124.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.9% | -2.2% | -0.7% | -2.5% |
| 30D | +9.0% | -11.9% | +20.9% | +11.5% |
| 3M | +14.9% | +5.0% | +9.9% | +13.9% |
| 6M | +11.9% | +8.6% | +3.3% | +10.0% |
| YTD | -9.9% | +9.7% | -19.6% | -11.9% |
| 1Y | -19.5% | -6.3% | -13.2% | -19.1% |
| 3Y | +61.8% | +58.2% | +3.6% | +47.1% |
| 5Y | +56.2% | +110.4% | -54.3% | +33.5% |
| 10Y | +180.6% | +272.8% | -92.1% | +119.1% |
| All | +294.8% | +419.1% | -124.3% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling