-37.3%
SFM vs PFG
+10.8%
-48.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.2% | -4.2% |
| 7D | -1.2% | -0.6% | -0.6% | -0.5% |
| 30D | -24.8% | +2.0% | -26.8% | -25.1% |
| 3M | -43.7% | -3.2% | -40.5% | -42.8% |
| 6M | -37.3% | +10.9% | -48.2% | -36.9% |
| All | -37.3% | +10.8% | -48.1% | -36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling