+2,038.9%
STX vs PFG
+182.5%
+1,856.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | +16.8% | +0.1% | +16.7% | +16.8% |
| 30D | -27.0% | +5.0% | -32.0% | -28.6% |
| 3M | -37.9% | +0.1% | -37.9% | -38.2% |
| 6M | -32.5% | +13.8% | -46.3% | -37.5% |
| YTD | +98.6% | +31.2% | +67.4% | +71.6% |
| 1Y | +93.6% | +37.1% | +56.5% | +63.8% |
| 3Y | +699.1% | +80.6% | +618.5% | +490.1% |
| 5Y | +481.0% | +93.7% | +387.3% | +310.5% |
| All | +2,038.9% | +182.5% | +1,856.4% | +1,071.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling