-76.2%
PCG vs STRL
+3,927.3%
-4,003.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.5% | -19.8% | +19.4% | +1.6% |
| 30D | +0.8% | -43.6% | +44.3% | +7.3% |
| 3M | -22.0% | -45.2% | +23.2% | -17.0% |
| 6M | -17.1% | -65.7% | +48.6% | -7.7% |
| YTD | -16.9% | -5.4% | -11.4% | -22.5% |
| 1Y | -19.1% | -24.7% | +5.6% | -22.3% |
| 3Y | -19.4% | +335.0% | -354.5% | -46.1% |
| 5Y | +9.0% | +915.3% | -906.3% | -40.7% |
| 10Y | -76.2% | +3,877.5% | -3,953.6% | -90.4% |
| All | -76.2% | +3,927.3% | -4,003.4% | -90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling