+194.0%
STT vs PFGC
+351.0%
-157.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +4.8% | +3.4% | +1.4% | +3.7% |
| 30D | +3.9% | +16.9% | -13.0% | -1.3% |
| 3M | -8.2% | +6.4% | -14.6% | -10.3% |
| 6M | +15.6% | +16.0% | -0.4% | +9.4% |
| YTD | +37.6% | +23.6% | +14.0% | +26.6% |
| 1Y | +50.1% | +16.6% | +33.5% | +40.5% |
| 3Y | +183.1% | +82.3% | +100.8% | +128.8% |
| 5Y | +104.8% | +138.7% | -33.9% | +50.2% |
| All | +194.0% | +351.0% | -157.0% | +90.3% |
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