+99.6%
STM vs PFG
+51.4%
+48.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | +5.8% | +5.5% | +0.3% | +4.2% |
| 30D | -1.0% | +2.4% | -3.4% | -1.7% |
| 3M | -33.3% | +13.6% | -46.8% | -36.7% |
| 6M | +57.4% | +27.9% | +29.5% | +39.0% |
| YTD | +102.2% | +35.6% | +66.6% | +72.8% |
| 1Y | +99.6% | +48.5% | +51.1% | +67.5% |
| All | +99.6% | +51.4% | +48.2% | +67.5% |
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