+132.6%
SFM vs PFG
+189.4%
-56.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.6% |
| 7D | -7.1% | -2.2% | -4.8% | -6.7% |
| 30D | -21.4% | +6.4% | -27.8% | -22.2% |
| 3M | -40.1% | +2.2% | -42.3% | -40.4% |
| 6M | -38.0% | +16.3% | -54.3% | -39.6% |
| YTD | -36.5% | +33.2% | -69.8% | -39.7% |
| 1Y | -35.2% | +40.6% | -75.8% | -39.0% |
| 3Y | +23.5% | +83.3% | -59.9% | +10.8% |
| 5Y | +109.7% | +97.7% | +12.0% | +84.9% |
| 10Y | +132.6% | +189.9% | -57.3% | +85.4% |
| All | +132.6% | +189.4% | -56.8% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling