+1,144.9%
STX vs PFGC
+110.5%
+1,034.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.4% | +7.1% |
| 7D | +10.7% | -2.4% | +13.2% | +11.6% |
| 30D | +11.3% | -15.8% | +27.0% | +17.6% |
| 3M | +3.2% | -0.6% | +3.8% | +1.8% |
| 6M | +157.0% | +10.7% | +146.3% | +142.2% |
| YTD | +229.2% | +7.6% | +221.6% | +213.9% |
| 1Y | +381.8% | -7.8% | +389.7% | +384.0% |
| 3Y | +1,383.2% | +63.7% | +1,319.5% | +1,076.7% |
| 5Y | +1,144.9% | +112.3% | +1,032.6% | +781.9% |
| All | +1,144.9% | +110.5% | +1,034.4% | +781.9% |
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