+7,178.3%
STRL vs PFGC
+273.4%
+6,904.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +3.8% |
| 7D | +10.1% | -2.4% | +12.5% | +10.9% |
| 30D | -8.2% | -15.8% | +7.6% | -3.7% |
| 3M | -43.7% | -0.6% | -43.1% | -44.0% |
| 6M | +27.1% | +10.7% | +16.4% | +22.4% |
| YTD | +64.0% | +7.6% | +56.4% | +59.1% |
| 1Y | +75.2% | -7.8% | +83.0% | +77.2% |
| 3Y | +539.9% | +63.7% | +476.2% | +449.4% |
| 5Y | +2,133.0% | +112.3% | +2,020.7% | +1,652.7% |
| 10Y | +7,178.3% | +286.7% | +6,891.6% | +5,560.0% |
| All | +7,178.3% | +273.4% | +6,904.8% | +5,560.0% |
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 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