+319.5%
SN vs PFGC
+62.7%
+256.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -9.3% | -2.2% | -7.1% | -8.2% |
| 30D | -4.8% | -11.9% | +7.1% | +2.1% |
| 3M | +40.4% | +5.0% | +35.4% | +35.2% |
| 6M | +50.9% | +8.6% | +42.3% | +41.9% |
| YTD | +54.9% | +9.7% | +45.3% | +43.4% |
| 1Y | +43.0% | -6.3% | +49.3% | +46.3% |
| 3Y | +391.8% | +58.2% | +333.6% | +272.6% |
| All | +319.5% | +62.7% | +256.8% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling