+273.0%
SFM vs PFG
+239.8%
+33.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.8% |
| 7D | -7.2% | +3.2% | -10.4% | -7.7% |
| 30D | -14.3% | +0.9% | -15.3% | -14.5% |
| 3M | -13.7% | +7.7% | -21.4% | -14.8% |
| 6M | -6.0% | +29.0% | -35.0% | -10.0% |
| YTD | -8.2% | +32.5% | -40.7% | -12.6% |
| 1Y | -46.2% | +47.3% | -93.6% | -49.8% |
| 3Y | +83.6% | +68.2% | +15.3% | +66.8% |
| 5Y | +212.7% | +108.5% | +104.2% | +173.5% |
| 10Y | +273.0% | +241.4% | +31.6% | +185.1% |
| All | +273.0% | +239.8% | +33.3% | +185.1% |
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