-15.7%
STM vs PFG
+91.4%
-107.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.5% |
| 7D | -10.7% | -0.6% | -10.1% | -10.4% |
| 30D | -25.7% | +2.0% | -27.7% | -26.7% |
| 3M | -21.6% | -3.2% | -18.4% | -20.4% |
| 6M | -27.8% | +10.9% | -38.7% | -34.1% |
| YTD | +61.8% | +28.8% | +32.9% | +31.9% |
| 1Y | +78.1% | +39.2% | +38.9% | +37.3% |
| 3Y | +4.9% | +75.0% | -70.1% | -32.6% |
| All | -15.7% | +91.4% | -107.1% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling