+375.9%
STX vs PFGC
-7.4%
+383.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.4% | +6.5% |
| 7D | +10.7% | -2.4% | +13.2% | +10.8% |
| 30D | +11.3% | -15.8% | +27.0% | +11.6% |
| 3M | +3.2% | -0.6% | +3.8% | -0.1% |
| 6M | +157.0% | +10.7% | +146.3% | +140.5% |
| YTD | +229.2% | +7.6% | +221.6% | +223.7% |
| All | +375.9% | -7.4% | +383.4% | +320.8% |
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