+528.4%
STT vs PFG
+1,008.7%
-480.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +1.1% | +3.0% | -1.8% | -0.7% |
| 30D | -1.9% | +8.2% | -10.1% | -6.5% |
| 3M | -7.6% | +2.7% | -10.3% | -9.3% |
| 6M | +16.0% | +17.2% | -1.2% | +4.7% |
| YTD | +36.2% | +34.8% | +1.4% | +12.7% |
| 1Y | +46.8% | +43.6% | +3.2% | +16.9% |
| 3Y | +177.8% | +85.4% | +92.4% | +88.1% |
| 5Y | +105.8% | +102.2% | +3.7% | +32.9% |
| 10Y | +197.6% | +190.2% | +7.4% | +51.1% |
| All | +528.4% | +1,008.7% | -480.2% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling