+338.3%
SU vs PFG
+110.9%
+227.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.6% |
| 7D | +2.2% | -0.4% | +2.7% | +2.4% |
| 30D | +8.4% | +2.9% | +5.6% | +6.9% |
| 3M | +12.1% | +6.7% | +5.4% | +8.6% |
| 6M | +19.7% | +33.8% | -14.1% | +4.2% |
| YTD | +58.4% | +35.0% | +23.5% | +36.4% |
| 1Y | +67.2% | +46.4% | +20.8% | +37.8% |
| 3Y | +125.0% | +71.6% | +53.4% | +66.6% |
| All | +338.3% | +110.9% | +227.3% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling