+2,022.6%
STRL vs PFGC
+111.4%
+1,911.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +6.0% |
| 7D | +3.4% | -2.2% | +5.6% | +4.3% |
| 30D | -9.2% | -11.9% | +2.7% | -4.6% |
| 3M | -51.0% | +5.0% | -56.0% | -52.9% |
| 6M | +15.8% | +8.6% | +7.2% | +9.8% |
| YTD | +58.9% | +9.7% | +49.2% | +49.8% |
| 1Y | +68.5% | -6.3% | +74.8% | +69.3% |
| 3Y | +485.2% | +58.2% | +427.0% | +367.8% |
| All | +2,022.6% | +111.4% | +1,911.2% | +1,345.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling