+97.4%
STM vs PFG
+48.9%
+48.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +5.2% | +6.0% | -0.8% | +3.4% |
| 30D | -7.4% | +2.2% | -9.6% | -8.0% |
| 3M | -30.6% | +10.4% | -41.0% | -33.5% |
| 6M | +66.4% | +27.8% | +38.6% | +46.4% |
| YTD | +101.1% | +33.6% | +67.5% | +71.9% |
| 1Y | +97.4% | +49.3% | +48.1% | +64.3% |
| All | +97.4% | +48.9% | +48.4% | +64.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling