-77.6%
PCG vs STRL
+3,580.1%
-3,657.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -2.4% |
| 7D | -1.6% | -26.9% | +25.3% | +1.6% |
| 30D | +1.4% | -52.7% | +54.1% | +10.3% |
| 3M | -23.4% | -52.8% | +29.4% | -16.9% |
| 6M | -19.4% | -71.5% | +52.1% | -8.3% |
| YTD | -18.5% | -17.4% | -1.0% | -22.6% |
| 1Y | -19.5% | -35.0% | +15.4% | -21.2% |
| 3Y | -21.0% | +239.2% | -260.2% | -44.9% |
| 5Y | +13.7% | +830.2% | -816.4% | -37.0% |
| All | -77.6% | +3,580.1% | -3,657.7% | -90.0% |
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