-19.4%
PCG vs STLA
-41.9%
+22.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -2.0% |
| 7D | -1.6% | -4.5% | +2.9% | -1.7% |
| 30D | +1.4% | -3.9% | +5.3% | +0.8% |
| 3M | -23.4% | -20.2% | -3.2% | -25.2% |
| 6M | -19.4% | -42.2% | +22.8% | -22.5% |
| All | -19.4% | -41.9% | +22.6% | -22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling