+16,011.1%
STX vs PFG
+666.8%
+15,344.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.9% | +6.9% |
| 7D | +2.4% | +5.5% | -3.2% | +0.1% |
| 30D | +1.4% | +2.4% | -1.0% | +0.3% |
| 3M | -8.2% | +13.6% | -21.8% | -13.4% |
| 6M | +127.0% | +27.9% | +99.1% | +104.7% |
| YTD | +209.1% | +35.6% | +173.6% | +172.5% |
| 1Y | +365.4% | +48.5% | +317.0% | +295.1% |
| 3Y | +1,135.4% | +66.9% | +1,068.5% | +902.1% |
| 5Y | +991.5% | +111.0% | +880.6% | +704.9% |
| 10Y | +3,695.8% | +244.5% | +3,451.3% | +2,111.5% |
| All | +16,011.1% | +666.8% | +15,344.3% | +4,887.9% |
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