+9.2%
PCG vs STLA
-72.5%
+81.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.4% |
| 7D | -2.2% | -11.6% | +9.4% | -0.3% |
| 30D | -0.5% | -6.2% | +5.7% | +0.4% |
| 3M | -24.0% | -24.6% | +0.6% | -20.9% |
| 6M | -18.6% | -44.9% | +26.3% | -10.9% |
| YTD | -17.7% | -62.3% | +44.6% | -4.2% |
| 1Y | -20.0% | -61.8% | +41.8% | -7.4% |
| 3Y | -20.2% | -75.3% | +55.1% | -2.3% |
| All | +9.2% | -72.5% | +81.7% | +20.5% |
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