-5.9%
SM vs PFG
+70.7%
-76.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.5% |
| 7D | +0.1% | +5.5% | -5.4% | -3.6% |
| 30D | +26.3% | +2.4% | +23.9% | +23.9% |
| 3M | +8.7% | +13.6% | -4.9% | -1.5% |
| 6M | +51.7% | +27.9% | +23.8% | +24.0% |
| YTD | +99.0% | +35.6% | +63.5% | +53.5% |
| 1Y | +34.6% | +48.5% | -13.9% | -5.0% |
| All | -5.9% | +70.7% | -76.7% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling