-3.8%
STLA vs PFGC
+465.8%
-469.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.4% |
| 7D | -4.5% | +8.5% | -13.1% | -7.0% |
| 30D | -3.9% | +15.0% | -18.9% | -8.0% |
| 3M | -20.2% | -6.2% | -14.0% | -18.9% |
| 6M | -42.2% | +15.7% | -57.9% | -45.0% |
| YTD | -59.3% | +19.6% | -78.9% | -62.0% |
| 1Y | -56.1% | +13.2% | -69.2% | -58.3% |
| 3Y | -73.7% | +77.0% | -150.6% | -78.3% |
| 5Y | -70.3% | +121.5% | -191.8% | -77.3% |
| 10Y | +23.1% | +354.5% | -331.5% | -22.9% |
| All | -3.8% | +465.8% | -469.6% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling