+75.7%
STT vs PFGC
-8.5%
+84.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +1.0% | -3.7% | +4.7% | +1.3% |
| 30D | +2.8% | -16.0% | +18.8% | +4.4% |
| 3M | +18.1% | -4.1% | +22.3% | +17.9% |
| 6M | +59.2% | +8.7% | +50.5% | +55.4% |
| YTD | +51.5% | +6.4% | +45.1% | +46.4% |
| 1Y | +75.7% | -8.4% | +84.0% | +79.2% |
| All | +75.7% | -8.5% | +84.2% | +79.2% |
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 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