+357.4%
SM vs PFG
+1,015.3%
-657.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.7% |
| 7D | +0.1% | +5.5% | -5.4% | -3.1% |
| 30D | +26.3% | +2.4% | +23.9% | +24.2% |
| 3M | +8.7% | +13.6% | -4.9% | +0.5% |
| 6M | +51.7% | +27.9% | +23.8% | +30.1% |
| YTD | +99.0% | +35.6% | +63.5% | +64.9% |
| 1Y | +34.6% | +48.5% | -13.9% | +5.7% |
| 3Y | -7.8% | +66.9% | -74.6% | -31.2% |
| 5Y | +104.8% | +111.0% | -6.2% | +35.3% |
| 10Y | +7.2% | +244.5% | -237.2% | -31.8% |
| All | +357.4% | +1,015.3% | -657.9% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling