I usually only want it for the last few hours or days, but because pokerstars makes it so awkward I usually don't bother.
Tools, History&Stats, 'Playing History Audit', choose a password for the download file and choose spreadsheet or CSVtext, then download a zip file, unzip it, unpassword it and finally launch an
App to view it.
On the other hand it is a good method if you actually do want something like a monthly, quarterly or yearly audit.
Other sites usually offer a simple view from the Account menu, but often for just one month with no means to download except cutting and pasting.
Professionals of course have it all held in their PokerTracker or HoldemManager.