+47.5%
PCG vs STRL
+9,673.6%
-9,626.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.9% | +12.6% | -1.0% |
| 7D | 0.0% | -34.6% | +34.6% | +0.8% |
| 30D | +5.8% | -56.7% | +62.5% | +7.6% |
| 3M | -22.8% | -54.4% | +31.7% | -21.6% |
| 6M | -18.4% | -69.7% | +51.3% | -16.7% |
| YTD | -16.9% | -20.2% | +3.4% | -17.1% |
| 1Y | -17.6% | -40.6% | +22.9% | -17.4% |
| 3Y | -20.0% | +221.7% | -241.6% | -23.0% |
| 5Y | +16.0% | +799.0% | -782.9% | +9.3% |
| 10Y | -76.7% | +3,451.5% | -3,528.1% | -78.5% |
| All | +47.5% | +9,673.6% | -9,626.1% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling