-70.1%
STLA vs PFG
+91.4%
-161.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +1.0% |
| 7D | -4.5% | -0.6% | -3.9% | -4.0% |
| 30D | -3.9% | +2.0% | -5.9% | -5.3% |
| 3M | -20.2% | -3.2% | -17.0% | -18.6% |
| 6M | -42.2% | +10.9% | -53.1% | -47.2% |
| YTD | -59.3% | +28.8% | -88.2% | -67.3% |
| 1Y | -56.1% | +39.2% | -95.2% | -66.7% |
| 3Y | -73.7% | +75.0% | -148.7% | -83.3% |
| All | -70.1% | +91.4% | -161.5% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling