+548.6%
STRL vs PFGC
+63.7%
+484.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +4.1% |
| 7D | +10.1% | -2.4% | +12.5% | +11.3% |
| 30D | -8.2% | -15.8% | +7.6% | -0.6% |
| 3M | -43.7% | -0.6% | -43.1% | -44.9% |
| 6M | +27.1% | +10.7% | +16.4% | +16.4% |
| YTD | +64.0% | +7.6% | +56.4% | +52.2% |
| 1Y | +75.2% | -7.8% | +83.0% | +76.6% |
| All | +548.6% | +63.7% | +484.9% | +358.9% |
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