+463.1%
STM vs PFG
+189.4%
+273.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +4.2% |
| 7D | +1.4% | -2.2% | +3.7% | +3.1% |
| 30D | -8.4% | +6.4% | -14.7% | -11.6% |
| 3M | -15.8% | +2.2% | -18.0% | -17.3% |
| 6M | -22.8% | +16.3% | -39.1% | -30.6% |
| YTD | +79.4% | +33.2% | +46.1% | +48.2% |
| 1Y | +97.0% | +40.6% | +56.4% | +57.5% |
| 3Y | +14.2% | +83.3% | -69.2% | -22.6% |
| 5Y | -4.5% | +97.7% | -102.2% | -38.5% |
| 10Y | +463.1% | +189.9% | +273.2% | +178.7% |
| All | +463.1% | +189.4% | +273.7% | +178.7% |
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