+422.5%
STM vs PFG
+203.0%
+219.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.0% | +2.7% | +4.4% |
| 7D | -5.6% | +2.3% | -7.9% | -6.8% |
| 30D | -14.4% | +7.6% | -22.0% | -18.0% |
| 3M | -20.5% | +2.5% | -23.0% | -22.0% |
| 6M | -24.5% | +16.6% | -41.1% | -32.2% |
| YTD | +72.7% | +34.1% | +38.6% | +42.3% |
| 1Y | +91.0% | +44.1% | +47.0% | +50.7% |
| 3Y | +13.5% | +86.3% | -72.8% | -23.7% |
| 5Y | -9.2% | +101.6% | -110.8% | -42.0% |
| 10Y | +422.5% | +197.9% | +224.7% | +168.4% |
| All | +422.5% | +203.0% | +219.5% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling