+165.5%
SITM vs PFG
+51.4%
+114.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.5% | +8.1% | +7.1% |
| 7D | +9.7% | +5.5% | +4.2% | +7.2% |
| 30D | +12.7% | +2.4% | +10.3% | +11.5% |
| 3M | -13.4% | +13.6% | -27.0% | -19.8% |
| 6M | +59.6% | +27.9% | +31.7% | +32.1% |
| YTD | +73.3% | +35.6% | +37.8% | +33.2% |
| 1Y | +165.5% | +48.5% | +117.1% | +89.6% |
| All | +165.5% | +51.4% | +114.2% | +89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling