+657.6%
STM vs PFG
+239.4%
+418.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.3% |
| 7D | +5.2% | +6.0% | -0.8% | +1.4% |
| 30D | -7.4% | +2.2% | -9.6% | -8.8% |
| 3M | -30.6% | +10.4% | -41.0% | -35.3% |
| 6M | +66.4% | +27.8% | +38.6% | +41.7% |
| YTD | +101.1% | +33.6% | +67.5% | +66.1% |
| 1Y | +97.4% | +49.3% | +48.1% | +51.9% |
| 3Y | +21.1% | +69.7% | -48.6% | -14.0% |
| 5Y | +22.5% | +111.3% | -88.9% | -24.2% |
| 10Y | +657.6% | +240.3% | +417.3% | +208.9% |
| All | +657.6% | +239.4% | +418.1% | +208.9% |
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