-21.0%
PCG vs STRL
+233.5%
-254.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -2.1% |
| 7D | -1.6% | -26.9% | +25.3% | -0.2% |
| 30D | +1.4% | -52.7% | +54.1% | +5.1% |
| 3M | -23.4% | -52.8% | +29.4% | -20.7% |
| 6M | -19.4% | -71.5% | +52.1% | -14.9% |
| YTD | -18.5% | -17.4% | -1.0% | -21.2% |
| 1Y | -19.5% | -35.0% | +15.4% | -20.9% |
| 3Y | -21.0% | +239.2% | -260.2% | -35.4% |
| All | -21.0% | +233.5% | -254.5% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling