+114.0%
SM vs PFG
+110.7%
+3.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.6% |
| 7D | -0.2% | +6.0% | -6.1% | -4.7% |
| 30D | +31.5% | +2.2% | +29.3% | +28.7% |
| 3M | +17.3% | +10.4% | +7.0% | +7.6% |
| 6M | +48.5% | +27.8% | +20.7% | +19.6% |
| YTD | +106.3% | +33.6% | +72.6% | +58.8% |
| 1Y | +47.3% | +49.3% | -2.0% | +2.6% |
| 3Y | -1.4% | +69.7% | -71.2% | -38.0% |
| 5Y | +114.0% | +111.3% | +2.7% | +4.0% |
| All | +114.0% | +110.7% | +3.3% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling