+607.6%
STT vs PFG
+1,015.3%
-407.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.1% |
| 7D | +0.5% | +5.5% | -5.0% | -2.9% |
| 30D | +3.9% | +2.4% | +1.5% | +2.2% |
| 3M | +20.0% | +13.6% | +6.4% | +10.5% |
| 6M | +55.3% | +27.9% | +27.4% | +33.0% |
| YTD | +53.3% | +35.6% | +17.8% | +26.6% |
| 1Y | +74.7% | +48.5% | +26.2% | +36.4% |
| 3Y | +205.8% | +66.9% | +139.0% | +120.7% |
| 5Y | +145.0% | +111.0% | +34.0% | +54.5% |
| 10Y | +266.0% | +244.5% | +21.5% | +68.7% |
| All | +607.6% | +1,015.3% | -407.7% | +47.1% |
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