-10.5%
PCG vs STRL
+484.5%
-495.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.3% | +2.1% |
| 7D | -13.9% | +3.4% | -17.2% | -14.0% |
| 30D | -16.9% | -9.2% | -7.6% | -16.5% |
| 3M | -14.7% | -51.0% | +36.3% | -12.0% |
| 6M | -23.8% | +15.8% | -39.6% | -26.6% |
| YTD | -10.5% | +58.9% | -69.4% | -16.1% |
| 1Y | -5.1% | +68.5% | -73.6% | -12.2% |
| All | -10.5% | +484.5% | -495.0% | -29.1% |
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