-55.9%
PCG vs STLA
+189.9%
-245.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -1.6% | -4.5% | +2.9% | -1.0% |
| 30D | +1.4% | -3.9% | +5.3% | +1.8% |
| 3M | -23.4% | -20.2% | -3.2% | -21.3% |
| 6M | -19.4% | -42.2% | +22.8% | -13.4% |
| YTD | -18.5% | -59.3% | +40.8% | -8.4% |
| 1Y | -19.5% | -56.1% | +36.5% | -10.9% |
| 3Y | -21.0% | -73.7% | +52.7% | -7.6% |
| 5Y | +13.7% | -70.3% | +84.0% | +28.0% |
| 10Y | -77.2% | +23.1% | -100.2% | -77.8% |
| All | -55.9% | +189.9% | -245.7% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling