+51.7%
SM vs PFG
+47.8%
+3.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.5% |
| 7D | -0.2% | +3.2% | -3.4% | +0.3% |
| 30D | +20.3% | +0.9% | +19.3% | +20.6% |
| 3M | +22.9% | +7.7% | +15.2% | +23.8% |
| 6M | +47.8% | +29.0% | +18.9% | +47.6% |
| YTD | +107.5% | +32.5% | +75.0% | +103.0% |
| 1Y | +51.7% | +47.3% | +4.4% | +50.4% |
| All | +51.7% | +47.8% | +3.9% | +50.4% |
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