-61.7%
STLA vs PFG
+110.8%
-172.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.4% |
| 7D | +2.6% | +5.5% | -2.9% | -1.6% |
| 30D | -1.2% | +2.4% | -3.6% | -3.2% |
| 3M | -24.8% | +13.6% | -38.3% | -32.3% |
| 6M | -25.6% | +27.9% | -53.5% | -38.9% |
| YTD | -48.9% | +35.6% | -84.5% | -60.3% |
| 1Y | -38.8% | +48.5% | -87.2% | -55.7% |
| 3Y | -64.5% | +66.9% | -131.4% | -76.7% |
| All | -61.7% | +110.8% | -172.5% | -80.2% |
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