+108.2%
STT vs PFGC
+135.8%
-27.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +1.7% |
| 7D | +0.9% | +10.8% | -9.9% | -3.4% |
| 30D | -2.3% | +17.8% | -20.1% | -8.8% |
| 3M | -7.0% | -2.7% | -4.3% | -6.5% |
| 6M | +15.5% | +20.0% | -4.5% | +5.9% |
| YTD | +35.6% | +24.3% | +11.3% | +20.7% |
| 1Y | +47.9% | +13.2% | +34.7% | +37.3% |
| 3Y | +181.1% | +85.9% | +95.2% | +104.5% |
| 5Y | +108.2% | +141.0% | -32.8% | +31.2% |
| All | +108.2% | +135.8% | -27.6% | +31.2% |
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 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