+15.5%
SM vs PFG
+184.0%
-168.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.7% |
| 7D | +9.4% | +2.4% | +7.0% | +6.1% |
| 30D | -14.4% | +5.9% | -20.2% | -21.2% |
| 3M | +1.6% | -0.4% | +2.0% | -1.1% |
| 6M | +6.3% | +14.8% | -8.5% | -13.3% |
| YTD | +78.8% | +31.9% | +46.9% | +20.7% |
| 1Y | +83.1% | +38.8% | +44.3% | +16.2% |
| 3Y | -5.9% | +82.4% | -88.3% | -57.6% |
| 5Y | +4.8% | +94.7% | -89.9% | -60.3% |
| All | +15.5% | +184.0% | -168.5% | -63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling