+54.5%
PCG vs STLA
-62.4%
+116.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +2.2% |
| 7D | -13.9% | +2.6% | -16.4% | -14.3% |
| 30D | -16.9% | -1.2% | -15.6% | -16.9% |
| 3M | -14.7% | -24.8% | +10.0% | -10.8% |
| 6M | -23.8% | -25.6% | +1.7% | -20.5% |
| YTD | -10.5% | -48.9% | +38.4% | -0.4% |
| 1Y | -5.1% | -38.8% | +33.7% | +0.6% |
| 3Y | -11.6% | -64.5% | +52.9% | +1.6% |
| All | +54.5% | -62.4% | +116.8% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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