+434.4%
SITM vs PFG
+67.4%
+367.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.7% |
| 7D | +3.7% | +3.2% | +0.5% | +0.1% |
| 30D | -14.5% | +0.9% | -15.5% | -15.6% |
| 3M | -10.6% | +7.7% | -18.3% | -18.6% |
| 6M | +65.5% | +29.0% | +36.6% | +22.8% |
| YTD | +67.0% | +32.5% | +34.5% | +18.3% |
| 1Y | +138.6% | +47.3% | +91.3% | +49.9% |
| All | +434.4% | +67.4% | +367.0% | +170.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling