+71.5%
SITM vs PFG
+92.7%
-21.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -6.0% |
| 7D | +6.6% | +2.4% | +4.2% | +4.4% |
| 30D | -15.3% | +5.9% | -21.2% | -20.3% |
| 3M | -35.4% | -0.4% | -34.9% | -36.0% |
| 6M | -46.8% | +14.8% | -61.6% | -55.3% |
| YTD | +25.9% | +31.9% | -6.1% | -9.6% |
| 1Y | +54.0% | +38.8% | +15.2% | +5.3% |
| 3Y | +315.6% | +82.4% | +233.2% | +116.8% |
| All | +71.5% | +92.7% | -21.3% | -13.3% |
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 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