+461.8%
STM vs PFG
+182.5%
+279.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.3% |
| 7D | +16.3% | +0.1% | +16.2% | +16.2% |
| 30D | -6.3% | +5.0% | -11.2% | -8.9% |
| 3M | -14.1% | +0.1% | -14.2% | -14.5% |
| 6M | -19.6% | +13.8% | -33.4% | -26.7% |
| YTD | +80.1% | +31.2% | +48.9% | +50.1% |
| 1Y | +95.4% | +37.1% | +58.3% | +58.6% |
| 3Y | +14.7% | +80.6% | -65.9% | -21.6% |
| 5Y | -5.4% | +93.7% | -99.1% | -38.3% |
| All | +461.8% | +182.5% | +279.3% | +180.6% |
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 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