+447.8%
SN vs PFGC
+83.4%
+364.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.2% |
| 7D | +1.5% | +3.4% | -1.9% | -0.3% |
| 30D | +21.5% | +16.9% | +4.6% | +10.8% |
| 3M | +20.0% | +6.4% | +13.6% | +15.3% |
| 6M | +119.9% | +16.0% | +103.9% | +99.5% |
| YTD | +102.3% | +23.6% | +78.7% | +74.3% |
| 1Y | +148.0% | +16.6% | +131.4% | +121.3% |
| 3Y | +450.0% | +82.3% | +367.7% | +299.8% |
| All | +447.8% | +83.4% | +364.4% | +292.4% |
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