+83.1%
SM vs PFG
+37.6%
+45.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | 0.0% |
| 7D | +9.4% | +2.4% | +7.0% | +10.0% |
| 30D | -14.4% | +5.9% | -20.2% | -13.3% |
| 3M | +1.6% | -0.4% | +2.0% | +2.6% |
| 6M | +6.3% | +14.8% | -8.5% | +9.7% |
| YTD | +78.8% | +31.9% | +46.9% | +77.6% |
| 1Y | +83.1% | +38.8% | +44.3% | +76.5% |
| All | +83.1% | +37.6% | +45.5% | +76.5% |
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 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