+275.5%
SM vs PFG
+960.1%
-684.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.9% |
| 7D | -25.9% | -0.6% | -25.3% | -26.0% |
| 30D | -15.1% | +2.0% | -17.1% | -16.6% |
| 3M | +4.9% | -3.2% | +8.0% | +5.6% |
| 6M | +6.1% | +10.9% | -4.8% | -1.5% |
| YTD | +63.4% | +28.8% | +34.6% | +38.2% |
| 1Y | +72.5% | +39.2% | +33.3% | +39.8% |
| 3Y | -16.9% | +75.0% | -91.9% | -39.8% |
| 5Y | -10.6% | +91.9% | -102.6% | -38.5% |
| 10Y | +11.3% | +202.3% | -191.0% | -25.5% |
| All | +275.5% | +960.1% | -684.6% | +69.6% |
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