+455.3%
SN vs PFGC
+84.4%
+371.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.0% | +0.8% |
| 7D | +7.6% | +10.8% | -3.2% | +1.2% |
| 30D | +24.1% | +17.8% | +6.3% | +12.7% |
| 3M | +23.7% | -2.7% | +26.4% | +25.0% |
| 6M | +105.5% | +20.0% | +85.5% | +82.5% |
| YTD | +105.1% | +24.3% | +80.8% | +76.1% |
| 1Y | +148.3% | +13.2% | +135.1% | +126.0% |
| 3Y | +438.7% | +85.9% | +352.8% | +289.2% |
| All | +455.3% | +84.4% | +371.0% | +296.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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