+2,974.6%
STX vs PFGC
+419.1%
+2,555.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +6.5% |
| 7D | +2.4% | -2.2% | +4.6% | +2.8% |
| 30D | +1.4% | -11.9% | +13.3% | +3.9% |
| 3M | -8.2% | +5.0% | -13.2% | -9.8% |
| 6M | +127.0% | +8.6% | +118.4% | +121.3% |
| YTD | +209.1% | +9.7% | +199.5% | +200.8% |
| 1Y | +365.4% | -6.3% | +371.7% | +366.4% |
| 3Y | +1,135.4% | +58.2% | +1,077.2% | +1,007.1% |
| 5Y | +991.5% | +110.4% | +881.1% | +816.3% |
| 10Y | +3,695.8% | +272.8% | +3,423.1% | +2,821.0% |
| All | +2,974.6% | +419.1% | +2,555.5% | +2,079.1% |
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