+270.5%
SM vs PFG
+1,008.7%
-738.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -19.5% | +3.0% | -22.5% | -21.2% |
| 30D | -20.2% | +8.2% | -28.4% | -24.2% |
| 3M | -6.5% | +2.7% | -9.2% | -8.9% |
| 6M | +1.6% | +17.2% | -15.7% | -8.6% |
| YTD | +61.2% | +34.8% | +26.5% | +33.0% |
| 1Y | +65.4% | +43.6% | +21.8% | +31.6% |
| 3Y | -13.0% | +85.4% | -98.5% | -39.0% |
| 5Y | -4.3% | +102.2% | -106.4% | -36.0% |
| 10Y | +3.0% | +190.2% | -187.2% | -30.5% |
| All | +270.5% | +1,008.7% | -738.2% | +63.2% |
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