+503.1%
STT vs PFG
+960.1%
-457.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.2% |
| 7D | -2.5% | -0.6% | -1.8% | -2.1% |
| 30D | -5.0% | +2.0% | -7.0% | -6.2% |
| 3M | -10.5% | -3.2% | -7.3% | -9.0% |
| 6M | +10.0% | +10.9% | -0.9% | +2.7% |
| YTD | +30.7% | +28.8% | +1.8% | +11.2% |
| 1Y | +43.8% | +39.2% | +4.6% | +16.7% |
| 3Y | +168.1% | +75.0% | +93.0% | +88.0% |
| 5Y | +101.4% | +91.9% | +9.5% | +34.2% |
| 10Y | +211.3% | +202.3% | +9.0% | +54.8% |
| All | +503.1% | +960.1% | -457.1% | +29.1% |
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 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