+365.4%
STX vs PFG
+51.4%
+314.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.9% | +6.4% |
| 7D | +2.4% | +5.5% | -3.2% | +2.2% |
| 30D | +1.4% | +2.4% | -1.0% | +1.4% |
| 3M | -8.2% | +13.6% | -21.8% | -9.9% |
| 6M | +127.0% | +27.9% | +99.1% | +111.5% |
| YTD | +209.1% | +35.6% | +173.6% | +185.6% |
| 1Y | +365.4% | +48.5% | +317.0% | +346.4% |
| All | +365.4% | +51.4% | +314.1% | +346.4% |
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