+366.2%
STX vs PFG
+47.8%
+318.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -2.0% |
| 7D | +9.6% | +3.2% | +6.4% | +9.3% |
| 30D | +10.6% | +0.9% | +9.7% | +10.5% |
| 3M | +4.8% | +7.7% | -2.9% | +3.8% |
| 6M | +137.3% | +29.0% | +108.3% | +118.1% |
| YTD | +222.5% | +32.5% | +190.0% | +196.8% |
| 1Y | +366.2% | +47.3% | +318.9% | +335.5% |
| All | +366.2% | +47.8% | +318.4% | +335.5% |
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