+102.9%
SFM vs PFG
+323.4%
-220.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.2% |
| 7D | -0.1% | +5.5% | -5.6% | -1.2% |
| 30D | -4.4% | +2.4% | -6.7% | -4.9% |
| 3M | +1.5% | +13.6% | -12.1% | -1.0% |
| 6M | +6.5% | +27.9% | -21.4% | +1.5% |
| YTD | +2.2% | +35.6% | -33.4% | -3.9% |
| 1Y | -41.9% | +48.5% | -90.4% | -46.4% |
| 3Y | +106.8% | +66.9% | +39.9% | +85.3% |
| 5Y | +231.6% | +111.0% | +120.6% | +182.2% |
| 10Y | +258.4% | +244.5% | +13.9% | +160.8% |
| All | +102.9% | +323.4% | -220.5% | +31.1% |
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 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