+449.1%
SN vs PFGC
+83.5%
+365.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.5% | +1.5% | +2.0% | +2.6% |
| 30D | +19.4% | +17.4% | +2.0% | +8.7% |
| 3M | +20.9% | -2.4% | +23.3% | +21.9% |
| 6M | +111.1% | +18.2% | +92.9% | +89.2% |
| YTD | +102.8% | +23.7% | +79.1% | +74.6% |
| 1Y | +146.2% | +15.0% | +131.2% | +121.8% |
| 3Y | +441.4% | +82.3% | +359.1% | +293.4% |
| All | +449.1% | +83.5% | +365.6% | +293.2% |
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