+319.5%
SN vs PFG
+64.4%
+255.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.1% |
| 7D | -9.3% | +5.5% | -14.9% | -13.1% |
| 30D | -4.8% | +2.4% | -7.2% | -6.7% |
| 3M | +40.4% | +13.6% | +26.8% | +26.3% |
| 6M | +50.9% | +27.9% | +23.1% | +23.9% |
| YTD | +54.9% | +35.6% | +19.4% | +20.9% |
| 1Y | +43.0% | +48.5% | -5.4% | +3.6% |
| 3Y | +391.8% | +66.9% | +325.0% | +226.4% |
| All | +319.5% | +64.4% | +255.2% | +176.8% |
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