+197.6%
STT vs PFG
+195.4%
+2.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | 0.0% |
| 7D | +1.1% | +3.0% | -1.8% | -1.1% |
| 30D | -1.9% | +8.2% | -10.1% | -7.6% |
| 3M | -7.6% | +2.7% | -10.3% | -9.8% |
| 6M | +16.0% | +17.2% | -1.2% | +2.1% |
| YTD | +36.2% | +34.8% | +1.4% | +7.6% |
| 1Y | +46.8% | +43.6% | +3.2% | +10.5% |
| 3Y | +177.8% | +85.4% | +92.4% | +69.6% |
| 5Y | +105.8% | +102.2% | +3.7% | +17.2% |
| 10Y | +197.6% | +190.2% | +7.4% | +21.3% |
| All | +197.6% | +195.4% | +2.2% | +21.3% |
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