-76.7%
PCG vs STRL
+4,310.8%
-4,387.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +15.0% | -13.7% | -0.5% |
| 7D | -1.1% | -13.3% | +12.3% | 0.0% |
| 30D | +0.1% | -43.3% | +43.4% | +6.5% |
| 3M | -24.4% | -46.9% | +22.4% | -19.2% |
| 6M | -17.7% | -65.6% | +47.9% | -8.4% |
| YTD | -17.4% | -5.1% | -12.3% | -23.1% |
| 1Y | -19.4% | -23.1% | +3.7% | -22.8% |
| 3Y | -18.6% | +346.8% | -365.4% | -45.8% |
| 5Y | +10.2% | +907.2% | -897.0% | -39.9% |
| 10Y | -76.7% | +3,988.2% | -4,064.9% | -90.7% |
| All | -76.7% | +4,310.8% | -4,387.5% | -90.7% |
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