+48.7%
STLA vs PFGC
+287.3%
-238.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | +0.4% | -3.7% | +4.1% | +1.5% |
| 30D | -5.2% | -16.0% | +10.8% | -0.2% |
| 3M | -24.9% | -4.1% | -20.7% | -24.1% |
| 6M | -25.2% | +8.7% | -33.9% | -27.4% |
| YTD | -51.4% | +6.4% | -57.8% | -52.9% |
| 1Y | -40.7% | -8.4% | -32.3% | -39.9% |
| 3Y | -66.3% | +61.8% | -128.0% | -71.4% |
| 5Y | -63.2% | +108.7% | -172.0% | -71.4% |
| 10Y | +48.7% | +298.1% | -249.4% | -4.2% |
| All | +48.7% | +287.3% | -238.6% | -4.2% |
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