+71.6%
SM vs PFG
+46.8%
+24.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +4.1% | -19.4% | -14.3% |
| 7D | -21.5% | +4.9% | -26.4% | -20.4% |
| 30D | -11.4% | +5.7% | -17.0% | -10.1% |
| 3M | +0.6% | +2.6% | -1.9% | +2.2% |
| 6M | +0.2% | +19.8% | -19.5% | +3.7% |
| YTD | +69.7% | +36.3% | +33.4% | +68.3% |
| 1Y | +71.6% | +47.9% | +23.7% | +60.6% |
| All | +71.6% | +46.8% | +24.7% | +60.6% |
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