+11,736.7%
STRL vs PFGC
+419.1%
+11,317.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +5.9% |
| 7D | +3.4% | -2.2% | +5.6% | +4.0% |
| 30D | -9.2% | -11.9% | +2.7% | -6.1% |
| 3M | -51.0% | +5.0% | -56.0% | -52.2% |
| 6M | +15.8% | +8.6% | +7.2% | +12.2% |
| YTD | +58.9% | +9.7% | +49.2% | +53.5% |
| 1Y | +68.5% | -6.3% | +74.8% | +69.7% |
| 3Y | +485.2% | +58.2% | +427.0% | +409.2% |
| 5Y | +2,005.1% | +110.4% | +1,894.7% | +1,567.7% |
| 10Y | +7,118.0% | +272.8% | +6,845.2% | +5,319.2% |
| All | +11,736.7% | +419.1% | +11,317.6% | +8,534.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling