+158.9%
SN vs PFG
+46.8%
+112.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +1.7% |
| 7D | +10.6% | +4.9% | +5.7% | +7.7% |
| 30D | +20.0% | +5.7% | +14.4% | +16.2% |
| 3M | +30.4% | +2.6% | +27.8% | +28.0% |
| 6M | +91.0% | +19.8% | +71.2% | +64.5% |
| YTD | +95.9% | +36.3% | +59.6% | +50.1% |
| 1Y | +158.9% | +47.9% | +111.0% | +79.6% |
| All | +158.9% | +46.8% | +112.1% | +79.6% |
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