+1,471.4%
SU vs PFG
+999.6%
+471.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.4% |
| 7D | -1.0% | +6.0% | -7.0% | -3.5% |
| 30D | +13.7% | +2.2% | +11.5% | +12.4% |
| 3M | +8.0% | +10.4% | -2.3% | +3.3% |
| 6M | +21.0% | +27.8% | -6.8% | +8.5% |
| YTD | +56.2% | +33.6% | +22.6% | +36.9% |
| 1Y | +72.2% | +49.3% | +22.9% | +43.7% |
| 3Y | +118.1% | +69.7% | +48.4% | +70.4% |
| 5Y | +350.3% | +111.3% | +239.0% | +218.2% |
| 10Y | +248.5% | +240.3% | +8.2% | +102.9% |
| All | +1,471.4% | +999.6% | +471.8% | +449.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling