+123.8%
STX vs PFG
+46.8%
+77.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.1% | -12.3% | -7.8% |
| 7D | -20.2% | +4.9% | -25.1% | -19.8% |
| 30D | -37.2% | +5.7% | -42.9% | -36.8% |
| 3M | -34.1% | +2.6% | -36.6% | -33.8% |
| 6M | -24.5% | +19.8% | -44.3% | -27.8% |
| YTD | +102.9% | +36.3% | +66.7% | +81.7% |
| 1Y | +123.8% | +47.9% | +75.9% | +107.2% |
| All | +123.8% | +46.8% | +77.0% | +107.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling