-76.0%
PCG vs STT
+269.9%
-345.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | -13.9% | +0.5% | -14.3% | -14.0% |
| 30D | -16.9% | +3.9% | -20.7% | -18.0% |
| 3M | -14.7% | +20.0% | -34.7% | -20.2% |
| 6M | -23.8% | +55.3% | -79.1% | -35.2% |
| YTD | -10.5% | +53.3% | -63.8% | -23.8% |
| 1Y | -5.1% | +74.7% | -79.8% | -23.1% |
| 3Y | -11.6% | +205.8% | -217.4% | -42.0% |
| 5Y | +59.0% | +145.0% | -86.0% | +8.9% |
| All | -76.0% | +269.9% | -345.8% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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