+422.5%
STM vs PFGC
+360.0%
+62.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.0% | +2.8% | +5.6% |
| 7D | -5.6% | +10.8% | -16.4% | -9.0% |
| 30D | -14.4% | +17.8% | -32.2% | -19.1% |
| 3M | -20.5% | -2.7% | -17.7% | -20.4% |
| 6M | -24.5% | +20.0% | -44.5% | -29.5% |
| YTD | +72.7% | +24.3% | +48.4% | +58.4% |
| 1Y | +91.0% | +13.2% | +77.8% | +80.1% |
| 3Y | +13.5% | +85.9% | -72.4% | -8.7% |
| 5Y | -9.2% | +141.0% | -150.2% | -32.9% |
| 10Y | +422.5% | +370.6% | +51.9% | +227.8% |
| All | +422.5% | +360.0% | +62.6% | +227.8% |
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