+139.0%
SN vs PFGC
+11.2%
+127.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +7.6% | +15.0% | -7.5% | +1.4% |
| 30D | +22.4% | +17.0% | +5.5% | +14.6% |
| 3M | +21.7% | -2.5% | +24.1% | +22.6% |
| 6M | +102.8% | +19.2% | +83.6% | +86.2% |
| YTD | +102.4% | +23.4% | +79.0% | +82.1% |
| 1Y | +139.0% | +13.9% | +125.1% | +120.2% |
| All | +139.0% | +11.2% | +127.8% | +120.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling