+398.8%
SN vs PFG
+72.1%
+326.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.9% |
| 7D | +7.2% | -0.6% | +7.8% | +7.6% |
| 30D | +20.4% | +2.0% | +18.4% | +18.5% |
| 3M | +23.9% | -3.2% | +27.1% | +26.1% |
| 6M | +93.0% | +10.9% | +82.1% | +75.1% |
| YTD | +99.2% | +28.8% | +70.4% | +59.3% |
| 1Y | +142.6% | +39.2% | +103.4% | +82.1% |
| 3Y | +398.8% | +75.0% | +323.8% | +240.9% |
| All | +398.8% | +72.1% | +326.7% | +240.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling