+89.4%
STM vs PFG
+43.7%
+45.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.0% | +2.7% | +5.4% |
| 7D | -5.6% | +2.3% | -7.9% | -5.9% |
| 30D | -14.4% | +7.6% | -22.0% | -15.7% |
| 3M | -20.5% | +2.5% | -23.0% | -21.0% |
| 6M | -24.5% | +16.6% | -41.1% | -30.5% |
| YTD | +72.7% | +34.1% | +38.6% | +40.6% |
| All | +89.4% | +43.7% | +45.7% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling