-21.8%
PCG vs STT
+48.2%
-70.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -2.0% | +5.1% | -7.1% | -2.5% |
| 30D | -2.7% | -0.2% | -2.5% | -2.7% |
| 3M | -25.1% | -8.1% | -16.9% | -24.4% |
| 6M | -22.3% | +16.6% | -38.9% | -22.7% |
| YTD | -18.5% | +37.8% | -56.3% | -20.5% |
| 1Y | -21.8% | +46.8% | -68.7% | -24.9% |
| All | -21.8% | +48.2% | -70.0% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling