+19.8%
STLA vs PFG
+203.0%
-183.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.3% | -2.9% |
| 7D | -6.4% | +2.3% | -8.6% | -7.8% |
| 30D | -1.3% | +7.6% | -8.9% | -6.0% |
| 3M | -19.9% | +2.5% | -22.5% | -21.6% |
| 6M | -42.9% | +16.6% | -59.5% | -49.0% |
| YTD | -59.4% | +34.1% | -93.5% | -67.2% |
| 1Y | -56.8% | +44.1% | -100.9% | -66.8% |
| 3Y | -73.1% | +86.3% | -159.3% | -82.5% |
| 5Y | -70.1% | +101.6% | -171.6% | -81.7% |
| 10Y | +19.8% | +197.9% | -178.1% | -51.6% |
| All | +19.8% | +203.0% | -183.2% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling