+174.0%
SITM vs PFG
+108.9%
+65.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.3% |
| 7D | +4.8% | -3.0% | +7.8% | +7.8% |
| 30D | -9.7% | +2.5% | -12.2% | -12.2% |
| 3M | -9.3% | +6.1% | -15.4% | -15.9% |
| 6M | +69.5% | +31.3% | +38.2% | +25.7% |
| YTD | +70.5% | +33.6% | +37.0% | +22.6% |
| 1Y | +145.3% | +48.5% | +96.7% | +58.6% |
| 3Y | +432.8% | +69.6% | +363.2% | +204.2% |
| 5Y | +174.0% | +111.5% | +62.6% | +30.7% |
| All | +174.0% | +108.9% | +65.1% | +30.7% |
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