+252.8%
STT vs PFGC
+485.3%
-232.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.4% | +1.5% | -1.1% | 0.0% |
| 30D | -0.4% | +17.4% | -17.8% | -5.5% |
| 3M | -6.5% | -2.4% | -4.1% | -6.3% |
| 6M | +17.2% | +18.2% | -1.0% | +10.4% |
| YTD | +38.2% | +23.7% | +14.5% | +27.4% |
| 1Y | +49.3% | +15.0% | +34.3% | +40.6% |
| 3Y | +181.9% | +82.3% | +99.6% | +129.3% |
| 5Y | +106.9% | +131.9% | -25.0% | +54.4% |
| 10Y | +203.1% | +353.0% | -149.9% | +91.8% |
| All | +252.8% | +485.3% | -232.5% | +112.2% |
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 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