+157.5%
STT vs PFG
+110.7%
+46.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.2% |
| 7D | +2.2% | +6.0% | -3.8% | -2.5% |
| 30D | +3.9% | +2.2% | +1.7% | +1.9% |
| 3M | +19.2% | +10.4% | +8.8% | +9.7% |
| 6M | +60.4% | +27.8% | +32.6% | +31.3% |
| YTD | +51.5% | +33.6% | +17.8% | +19.5% |
| 1Y | +76.3% | +49.3% | +27.0% | +27.2% |
| 3Y | +200.7% | +69.7% | +131.0% | +91.0% |
| 5Y | +157.5% | +111.3% | +46.1% | +32.1% |
| All | +157.5% | +110.7% | +46.8% | +32.1% |
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 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