+22.4%
SFM vs PFG
+302.5%
-280.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.2% | -4.5% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -24.8% | +2.0% | -26.8% | -25.1% |
| 3M | -43.7% | -3.2% | -40.5% | -43.4% |
| 6M | -37.3% | +10.9% | -48.2% | -38.6% |
| YTD | -38.4% | +28.8% | -67.2% | -41.5% |
| 1Y | -36.9% | +39.2% | -76.1% | -41.0% |
| 3Y | +20.7% | +75.0% | -54.4% | +7.3% |
| 5Y | +103.5% | +91.9% | +11.5% | +76.2% |
| 10Y | +139.7% | +202.3% | -62.6% | +80.7% |
| All | +22.4% | +302.5% | -280.1% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling