+465.1%
STM vs PFGC
+351.0%
+114.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +12.0% | +3.4% | +8.6% | +11.0% |
| 30D | -0.4% | +16.9% | -17.3% | -5.6% |
| 3M | -13.2% | +6.4% | -19.6% | -15.4% |
| 6M | -26.1% | +16.0% | -42.1% | -30.2% |
| YTD | +81.2% | +23.6% | +57.5% | +66.4% |
| 1Y | +98.3% | +16.6% | +81.7% | +85.2% |
| 3Y | +16.7% | +82.3% | -65.5% | -5.6% |
| 5Y | -4.8% | +138.7% | -143.6% | -29.5% |
| All | +465.1% | +351.0% | +114.1% | +252.5% |
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