+8,652.1%
STX vs PFG
+628.9%
+8,023.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | -28.5% | -0.6% | -27.8% | -28.3% |
| 30D | -42.9% | +2.0% | -44.9% | -43.4% |
| 3M | -45.9% | -3.2% | -42.7% | -45.5% |
| 6M | -41.3% | +10.9% | -52.2% | -44.2% |
| YTD | +67.9% | +28.8% | +39.1% | +50.6% |
| 1Y | +66.5% | +39.2% | +27.3% | +45.0% |
| 3Y | +588.0% | +75.0% | +512.9% | +447.8% |
| 5Y | +449.1% | +91.9% | +357.1% | +318.9% |
| 10Y | +1,982.8% | +202.3% | +1,780.5% | +1,170.1% |
| All | +8,652.1% | +628.9% | +8,023.3% | +2,656.9% |
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