+68.5%
STRL vs PFGC
-5.1%
+73.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +5.9% |
| 7D | +3.4% | -2.2% | +5.6% | +4.0% |
| 30D | -9.2% | -11.9% | +2.7% | -6.5% |
| 3M | -51.0% | +5.0% | -56.0% | -53.9% |
| 6M | +15.8% | +8.6% | +7.2% | +5.9% |
| YTD | +58.9% | +9.7% | +49.2% | +49.5% |
| 1Y | +68.5% | -6.3% | +74.8% | +57.0% |
| All | +68.5% | -5.1% | +73.6% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling