+47.8%
STLA vs PFG
+239.4%
-191.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.1% |
| 7D | +0.7% | +6.0% | -5.2% | -3.2% |
| 30D | -2.4% | +2.2% | -4.6% | -4.0% |
| 3M | -23.9% | +10.4% | -34.2% | -29.3% |
| 6M | -24.6% | +27.8% | -52.4% | -36.7% |
| YTD | -50.5% | +33.6% | -84.2% | -59.9% |
| 1Y | -39.8% | +49.3% | -89.1% | -54.8% |
| 3Y | -65.6% | +69.7% | -135.4% | -76.3% |
| 5Y | -62.1% | +111.3% | -173.4% | -77.6% |
| 10Y | +47.8% | +240.3% | -192.5% | -49.1% |
| All | +47.8% | +239.4% | -191.7% | -49.1% |
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