+447.8%
SN vs PFG
+59.9%
+387.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.5% |
| 7D | +1.5% | +2.4% | -0.8% | -0.2% |
| 30D | +21.5% | +5.9% | +15.6% | +16.5% |
| 3M | +20.0% | -0.4% | +20.5% | +19.7% |
| 6M | +119.9% | +14.8% | +105.1% | +95.2% |
| YTD | +102.3% | +31.9% | +70.4% | +60.6% |
| 1Y | +148.0% | +38.8% | +109.2% | +89.2% |
| 3Y | +450.0% | +82.4% | +367.6% | +260.3% |
| All | +447.8% | +59.9% | +387.8% | +267.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling