-35.0%
SFM vs PFG
+46.8%
-81.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +3.2% |
| 7D | -12.3% | +4.9% | -17.1% | -12.7% |
| 30D | -16.2% | +5.7% | -21.9% | -16.8% |
| 3M | -36.8% | +2.6% | -39.4% | -37.0% |
| 6M | -32.6% | +19.8% | -52.4% | -32.5% |
| YTD | -31.7% | +36.3% | -68.0% | -30.5% |
| 1Y | -35.0% | +47.9% | -82.9% | -34.7% |
| All | -35.0% | +46.8% | -81.8% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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