+145.8%
SITM vs PFG
+49.5%
+96.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.1% |
| 7D | +3.9% | -0.4% | +4.3% | +4.0% |
| 30D | -6.6% | +2.9% | -9.5% | -7.8% |
| 3M | -11.9% | +6.7% | -18.6% | -14.8% |
| 6M | +81.1% | +33.8% | +47.4% | +44.8% |
| YTD | +80.0% | +35.0% | +45.0% | +38.4% |
| 1Y | +145.8% | +46.4% | +99.4% | +76.3% |
| All | +145.8% | +49.5% | +96.4% | +76.3% |
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