-76.5%
PCG vs STRL
+3,816.9%
-3,893.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -2.0% | +23.4% | -25.4% | -4.6% |
| 30D | -2.7% | -39.5% | +36.8% | +2.7% |
| 3M | -25.1% | -45.1% | +20.0% | -20.2% |
| 6M | -22.3% | -64.6% | +42.3% | -13.9% |
| YTD | -18.5% | -1.5% | -17.0% | -24.4% |
| 1Y | -21.8% | -20.8% | -1.1% | -25.5% |
| 3Y | -21.0% | +353.1% | -374.2% | -47.5% |
| 5Y | +8.1% | +942.9% | -934.8% | -41.4% |
| All | -76.5% | +3,816.9% | -3,893.4% | -90.6% |
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 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