-35.2%
SFM vs PFG
+41.5%
-76.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.6% |
| 7D | -7.1% | -2.2% | -4.8% | -6.8% |
| 30D | -21.4% | +6.4% | -27.8% | -22.0% |
| 3M | -40.1% | +2.2% | -42.3% | -40.2% |
| 6M | -38.0% | +16.3% | -54.3% | -37.7% |
| YTD | -36.5% | +33.2% | -69.8% | -34.8% |
| 1Y | -35.2% | +40.6% | -75.8% | -33.3% |
| All | -35.2% | +41.5% | -76.7% | -33.3% |
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