+340.6%
STRL vs PFGC
+82.6%
+258.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | +15.7% | +3.4% | +12.2% | +14.6% |
| 30D | -35.5% | +16.9% | -52.4% | -39.6% |
| 3M | -47.1% | +6.4% | -53.5% | -48.4% |
| 6M | -65.8% | +16.0% | -81.8% | -68.8% |
| YTD | -4.5% | +23.6% | -28.2% | -16.5% |
| 1Y | -10.5% | +16.6% | -27.1% | -19.4% |
| 3Y | +340.6% | +82.3% | +258.3% | +225.0% |
| All | +340.6% | +82.6% | +258.0% | +225.0% |
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 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