-5.1%
PCG vs STRL
+76.3%
-81.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.3% | +2.3% |
| 7D | -13.9% | +3.4% | -17.2% | -13.9% |
| 30D | -16.9% | -9.2% | -7.6% | -16.8% |
| 3M | -14.7% | -51.0% | +36.3% | -13.7% |
| 6M | -23.8% | +15.8% | -39.6% | -26.0% |
| YTD | -10.5% | +58.9% | -69.4% | -13.9% |
| 1Y | -5.1% | +68.5% | -73.6% | -10.6% |
| All | -5.1% | +76.3% | -81.4% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling