-4.6%
STM vs PFGC
+138.1%
-142.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | +12.0% | +3.4% | +8.6% | +10.6% |
| 30D | -0.4% | +16.9% | -17.3% | -7.5% |
| 3M | -13.2% | +6.4% | -19.6% | -16.1% |
| 6M | -26.1% | +16.0% | -42.1% | -32.0% |
| YTD | +81.2% | +23.6% | +57.5% | +59.3% |
| 1Y | +98.3% | +16.6% | +81.7% | +79.1% |
| 3Y | +16.7% | +82.3% | -65.5% | -18.2% |
| All | -4.6% | +138.1% | -142.7% | -43.1% |
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