-76.0%
PCG vs STRL
+7,064.8%
-7,140.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.3% | +1.7% |
| 7D | -13.9% | +3.4% | -17.2% | -14.2% |
| 30D | -16.9% | -9.2% | -7.6% | -16.0% |
| 3M | -14.7% | -51.0% | +36.3% | -8.0% |
| 6M | -23.8% | +15.8% | -39.6% | -28.9% |
| YTD | -10.5% | +58.9% | -69.4% | -20.7% |
| 1Y | -5.1% | +68.5% | -73.6% | -17.8% |
| 3Y | -11.6% | +485.2% | -496.8% | -41.2% |
| 5Y | +59.0% | +2,005.1% | -1,946.1% | -19.5% |
| All | -76.0% | +7,064.8% | -7,140.8% | -90.3% |
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