+133.6%
SFM vs PFG
+184.0%
-50.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +6.0% | +2.4% | +3.7% | +5.6% |
| 30D | -19.5% | +5.9% | -25.3% | -20.3% |
| 3M | -37.0% | -0.4% | -36.6% | -37.0% |
| 6M | -41.0% | +14.8% | -55.9% | -42.4% |
| YTD | -34.6% | +31.9% | -66.6% | -37.8% |
| 1Y | -36.3% | +38.8% | -75.1% | -39.9% |
| 3Y | +24.5% | +82.4% | -57.9% | +11.8% |
| 5Y | +115.9% | +94.7% | +21.2% | +90.7% |
| All | +133.6% | +184.0% | -50.4% | +86.2% |
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