-62.1%
STLA vs PFGC
+110.5%
-172.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.2% |
| 7D | +0.7% | -2.4% | +3.2% | +1.8% |
| 30D | -2.4% | -15.8% | +13.4% | +5.1% |
| 3M | -23.9% | -0.6% | -23.3% | -24.2% |
| 6M | -24.6% | +10.7% | -35.3% | -28.6% |
| YTD | -50.5% | +7.6% | -58.1% | -53.3% |
| 1Y | -39.8% | -7.8% | -32.0% | -38.9% |
| 3Y | -65.6% | +63.7% | -129.3% | -74.0% |
| 5Y | -62.1% | +112.3% | -174.3% | -75.0% |
| All | -62.1% | +110.5% | -172.6% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling