+291.4%
STT vs PFGC
+419.1%
-127.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.5% | -2.2% | +2.7% | +1.2% |
| 30D | +3.9% | -11.9% | +15.8% | +7.7% |
| 3M | +20.0% | +5.0% | +15.0% | +17.7% |
| 6M | +55.3% | +8.6% | +46.7% | +50.5% |
| YTD | +53.3% | +9.7% | +43.7% | +47.1% |
| 1Y | +74.7% | -6.3% | +81.0% | +75.7% |
| 3Y | +205.8% | +58.2% | +147.6% | +160.4% |
| 5Y | +145.0% | +110.4% | +34.6% | +88.7% |
| 10Y | +266.0% | +272.8% | -6.7% | +143.6% |
| All | +291.4% | +419.1% | -127.7% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling