-57.3%
STLA vs PFG
+43.7%
-101.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.3% | -2.0% |
| 7D | -6.4% | +2.3% | -8.6% | -7.2% |
| 30D | -1.3% | +7.6% | -8.9% | -4.2% |
| 3M | -19.9% | +2.5% | -22.5% | -21.0% |
| 6M | -42.9% | +16.6% | -59.5% | -47.9% |
| YTD | -59.4% | +34.1% | -93.5% | -67.9% |
| All | -57.3% | +43.7% | -101.1% | -68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling