+2.5%
STLA vs PFGC
+346.1%
-343.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.1% | -5.0% | -5.7% |
| 7D | -13.1% | +0.3% | -13.3% | -13.1% |
| 30D | -13.3% | +16.1% | -29.4% | -17.2% |
| 3M | -27.9% | +2.4% | -30.2% | -28.6% |
| 6M | -47.8% | +15.7% | -63.5% | -50.4% |
| YTD | -64.6% | +22.3% | -86.8% | -67.2% |
| 1Y | -64.0% | +13.9% | -77.9% | -65.9% |
| 3Y | -76.8% | +80.3% | -157.1% | -81.0% |
| 5Y | -74.2% | +136.1% | -210.3% | -80.6% |
| All | +2.5% | +346.1% | -343.6% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling