+3,786.6%
STRL vs PFGC
+346.1%
+3,440.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +23.4% | +0.3% | +23.2% | +23.5% |
| 30D | -39.5% | +16.1% | -55.7% | -42.9% |
| 3M | -45.1% | +2.4% | -47.4% | -46.2% |
| 6M | -64.6% | +15.7% | -80.3% | -66.8% |
| YTD | -1.5% | +22.3% | -23.8% | -9.1% |
| 1Y | -20.8% | +13.9% | -34.6% | -25.5% |
| 3Y | +353.1% | +80.3% | +272.8% | +272.9% |
| 5Y | +942.9% | +136.1% | +806.8% | +682.6% |
| All | +3,786.6% | +346.1% | +3,440.5% | +2,792.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling