+157.5%
STT vs PFGC
+110.5%
+47.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.5% |
| 7D | +2.2% | -2.4% | +4.6% | +3.2% |
| 30D | +3.9% | -15.8% | +19.7% | +10.9% |
| 3M | +19.2% | -0.6% | +19.8% | +18.6% |
| 6M | +60.4% | +10.7% | +49.7% | +52.0% |
| YTD | +51.5% | +7.6% | +43.8% | +43.7% |
| 1Y | +76.3% | -7.8% | +84.1% | +78.9% |
| 3Y | +200.7% | +63.7% | +137.0% | +132.8% |
| 5Y | +157.5% | +112.3% | +45.2% | +70.7% |
| All | +157.5% | +110.5% | +47.0% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling