-25.9%
STRL vs PFGC
+12.5%
-38.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +13.5% | -35.0% | -20.2% |
| 7D | -27.1% | +13.9% | -40.9% | -26.2% |
| 30D | -45.8% | +18.4% | -64.1% | -45.9% |
| 3M | -47.6% | -2.5% | -45.1% | -45.1% |
| 6M | -46.4% | +26.0% | -72.5% | -51.2% |
| YTD | -7.4% | +21.9% | -29.2% | -11.4% |
| 1Y | -25.9% | +13.4% | -39.2% | -31.3% |
| All | -25.9% | +12.5% | -38.3% | -31.3% |
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 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