-64.0%
STLA vs PFG
+38.8%
-102.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.4% |
| 7D | -13.1% | +0.1% | -13.2% | -13.1% |
| 30D | -13.3% | +5.0% | -18.2% | -14.8% |
| 3M | -27.9% | +0.1% | -27.9% | -28.0% |
| 6M | -47.8% | +13.8% | -61.6% | -51.8% |
| YTD | -64.6% | +31.2% | -95.8% | -71.6% |
| 1Y | -64.0% | +37.1% | -101.1% | -72.6% |
| All | -64.0% | +38.8% | -102.8% | -72.6% |
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 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