+439.5%
SN vs PFGC
+77.3%
+362.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.8% |
| 7D | +7.2% | +8.5% | -1.3% | +1.9% |
| 30D | +20.4% | +15.0% | +5.4% | +10.7% |
| 3M | +23.9% | -6.2% | +30.1% | +27.7% |
| 6M | +93.0% | +15.7% | +77.3% | +74.9% |
| YTD | +99.2% | +19.6% | +79.7% | +74.8% |
| 1Y | +142.6% | +13.2% | +129.4% | +119.7% |
| 3Y | +398.8% | +77.0% | +321.8% | +269.0% |
| All | +439.5% | +77.3% | +362.1% | +293.6% |
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 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