-27.8%
STM vs PFGC
+13.1%
-40.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +3.9% |
| 7D | -10.7% | +8.5% | -19.3% | -8.4% |
| 30D | -25.7% | +15.0% | -40.7% | -23.4% |
| 3M | -21.6% | -6.2% | -15.4% | -23.2% |
| 6M | -27.8% | +15.7% | -43.5% | -16.2% |
| All | -27.8% | +13.1% | -40.9% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling