+3,988.2%
STRL vs PFGC
+360.0%
+3,628.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +4.0% | +11.0% | +13.9% |
| 7D | -13.3% | +10.8% | -24.2% | -16.9% |
| 30D | -43.3% | +17.8% | -61.1% | -46.7% |
| 3M | -46.9% | -2.7% | -44.1% | -47.2% |
| 6M | -65.6% | +20.0% | -85.6% | -68.1% |
| YTD | -5.1% | +24.3% | -29.4% | -12.8% |
| 1Y | -23.1% | +13.2% | -36.3% | -27.5% |
| 3Y | +346.8% | +85.9% | +260.9% | +264.6% |
| 5Y | +907.2% | +141.0% | +766.1% | +650.7% |
| 10Y | +3,988.2% | +370.6% | +3,617.6% | +2,909.3% |
| All | +3,988.2% | +360.0% | +3,628.2% | +2,909.3% |
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 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