+71.6%
STX vs PFGC
+11.2%
+60.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -17.3% | +15.0% | -32.3% | -16.3% |
| 30D | -35.9% | +17.0% | -52.9% | -35.4% |
| 3M | -37.3% | -2.5% | -34.9% | -35.5% |
| 6M | -35.8% | +19.2% | -55.0% | -39.2% |
| YTD | +82.7% | +23.4% | +59.3% | +78.0% |
| 1Y | +71.6% | +13.9% | +57.8% | +64.8% |
| All | +71.6% | +11.2% | +60.4% | +64.8% |
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