+443.6%
STX vs PFGC
+121.6%
+322.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | -28.5% | +8.5% | -37.0% | -30.7% |
| 30D | -42.9% | +15.0% | -57.9% | -45.8% |
| 3M | -45.9% | -6.2% | -39.7% | -45.2% |
| 6M | -41.3% | +15.7% | -57.0% | -45.6% |
| YTD | +67.9% | +19.6% | +48.4% | +53.5% |
| 1Y | +66.5% | +13.2% | +53.3% | +55.0% |
| 3Y | +588.0% | +77.0% | +511.0% | +427.6% |
| All | +443.6% | +121.6% | +322.0% | +269.8% |
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 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