+786.8%
STM vs PFGC
+419.1%
+367.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +5.8% | -2.2% | +8.0% | +6.5% |
| 30D | -1.0% | -11.9% | +10.9% | +2.6% |
| 3M | -33.3% | +5.0% | -38.3% | -34.5% |
| 6M | +57.4% | +8.6% | +48.8% | +52.8% |
| YTD | +102.2% | +9.7% | +92.5% | +94.2% |
| 1Y | +99.6% | -6.3% | +105.9% | +100.3% |
| 3Y | +14.5% | +58.2% | -43.7% | -2.1% |
| 5Y | +21.4% | +110.4% | -89.1% | -5.2% |
| 10Y | +695.0% | +272.8% | +422.2% | +431.6% |
| All | +786.8% | +419.1% | +367.7% | +473.5% |
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 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