+266.4%
STT vs PFGC
+287.3%
-21.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +1.0% | -3.7% | +4.7% | +2.2% |
| 30D | +2.8% | -16.0% | +18.8% | +8.3% |
| 3M | +18.1% | -4.1% | +22.3% | +19.2% |
| 6M | +59.2% | +8.7% | +50.5% | +54.0% |
| YTD | +51.5% | +6.4% | +45.1% | +46.5% |
| 1Y | +75.7% | -8.4% | +84.0% | +77.9% |
| 3Y | +200.8% | +61.8% | +139.0% | +153.4% |
| 5Y | +155.8% | +108.7% | +47.1% | +96.2% |
| 10Y | +266.4% | +298.1% | -31.8% | +149.2% |
| All | +266.4% | +287.3% | -21.0% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling