+263.8%
STLA vs PFG
+684.5%
-420.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.2% |
| 7D | +2.6% | +5.5% | -2.9% | -0.6% |
| 30D | -1.2% | +2.4% | -3.6% | -2.7% |
| 3M | -24.8% | +13.6% | -38.3% | -30.5% |
| 6M | -25.6% | +27.9% | -53.5% | -35.8% |
| YTD | -48.9% | +35.6% | -84.5% | -57.6% |
| 1Y | -38.8% | +48.5% | -87.2% | -51.7% |
| 3Y | -64.5% | +66.9% | -131.4% | -73.7% |
| 5Y | -62.4% | +111.0% | -173.4% | -75.6% |
| 10Y | +55.4% | +244.5% | -189.1% | -24.4% |
| All | +263.8% | +684.5% | -420.7% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling