+1,144.9%
STX vs PFG
+110.7%
+1,034.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.4% | +7.9% | +7.2% |
| 7D | +10.7% | +6.0% | +4.8% | +7.1% |
| 30D | +11.3% | +2.2% | +9.1% | +9.6% |
| 3M | +3.2% | +10.4% | -7.1% | -3.4% |
| 6M | +157.0% | +27.8% | +129.2% | +120.6% |
| YTD | +229.2% | +33.6% | +195.6% | +175.2% |
| 1Y | +381.8% | +49.3% | +332.5% | +276.5% |
| 3Y | +1,383.2% | +69.7% | +1,313.4% | +969.8% |
| 5Y | +1,144.9% | +111.3% | +1,033.5% | +684.6% |
| All | +1,144.9% | +110.7% | +1,034.2% | +684.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling