+4,437.1%
SNDK vs PFGC
+9.6%
+4,427.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -6.1% | -4.8% | -1.4% | -4.8% |
| 30D | +21.5% | -12.5% | +34.0% | +26.0% |
| 3M | -13.2% | -9.7% | -3.5% | -13.9% |
| 6M | +149.2% | +7.0% | +142.2% | +122.0% |
| YTD | +588.1% | +4.5% | +583.6% | +528.1% |
| 1Y | +1,837.5% | -11.6% | +1,849.1% | +1,873.2% |
| All | +4,437.1% | +9.6% | +4,427.5% | +3,356.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling