+9,509.3%
STX vs PFG
+658.3%
+8,851.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.0% | +5.8% | +8.3% |
| 7D | -14.8% | +2.3% | -17.0% | -15.4% |
| 30D | -35.4% | +7.6% | -43.0% | -37.1% |
| 3M | -37.7% | +2.5% | -40.2% | -38.5% |
| 6M | -35.2% | +16.6% | -51.8% | -39.6% |
| YTD | +84.4% | +34.1% | +50.3% | +63.0% |
| 1Y | +82.3% | +44.1% | +38.2% | +56.8% |
| 3Y | +646.2% | +86.3% | +560.0% | +481.0% |
| 5Y | +487.4% | +101.6% | +385.9% | +340.5% |
| 10Y | +2,071.0% | +197.9% | +1,873.2% | +1,230.6% |
| All | +9,509.3% | +658.3% | +8,851.0% | +2,884.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling