+239.2%
STRL vs PFGC
+77.4%
+161.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.0% |
| 7D | -26.9% | +8.5% | -35.4% | -29.5% |
| 30D | -52.7% | +15.0% | -67.7% | -55.7% |
| 3M | -52.8% | -6.2% | -46.7% | -51.5% |
| 6M | -71.5% | +15.7% | -87.2% | -74.3% |
| YTD | -17.4% | +19.6% | -37.0% | -27.2% |
| 1Y | -35.0% | +13.2% | -48.1% | -41.1% |
| 3Y | +239.2% | +77.0% | +162.3% | +124.5% |
| All | +239.2% | +77.4% | +161.8% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling