-64.3%
STLA vs PFGC
+65.1%
-129.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +2.6% | -2.2% | +4.8% | +3.4% |
| 30D | -1.2% | -11.9% | +10.7% | +3.6% |
| 3M | -24.8% | +5.0% | -29.8% | -26.8% |
| 6M | -25.6% | +8.6% | -34.2% | -28.8% |
| YTD | -48.9% | +9.7% | -58.6% | -52.1% |
| 1Y | -38.8% | -6.3% | -32.5% | -37.8% |
| All | -64.3% | +65.1% | -129.4% | -73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling