+609.5%
STM vs PFGC
+465.8%
+143.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +5.0% |
| 7D | -10.7% | +8.5% | -19.3% | -13.3% |
| 30D | -25.7% | +15.0% | -40.7% | -29.2% |
| 3M | -21.6% | -6.2% | -15.4% | -20.7% |
| 6M | -27.8% | +15.7% | -43.5% | -31.7% |
| YTD | +61.8% | +19.6% | +42.2% | +50.4% |
| 1Y | +78.1% | +13.2% | +64.9% | +68.0% |
| 3Y | +4.9% | +77.0% | -72.1% | -13.7% |
| 5Y | -14.3% | +121.5% | -135.7% | -34.4% |
| 10Y | +414.1% | +354.5% | +59.5% | +230.6% |
| All | +609.5% | +465.8% | +143.7% | +344.3% |
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