+49.3%
STT vs PFGC
+14.2%
+35.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +0.4% | +1.5% | -1.1% | +0.3% |
| 30D | -0.4% | +17.4% | -17.8% | -1.8% |
| 3M | -6.5% | -2.4% | -4.1% | -6.8% |
| 6M | +17.2% | +18.2% | -1.0% | +14.6% |
| YTD | +38.2% | +23.7% | +14.5% | +32.3% |
| 1Y | +49.3% | +15.0% | +34.3% | +45.8% |
| All | +49.3% | +14.2% | +35.1% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling