-19.4%
PCG vs STT
+164.8%
-184.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | +0.3% |
| 7D | 0.0% | -4.9% | +4.9% | +1.6% |
| 30D | +5.8% | -6.0% | +11.8% | +7.9% |
| 3M | -22.8% | -11.7% | -11.1% | -19.7% |
| 6M | -18.4% | +11.7% | -30.1% | -22.0% |
| YTD | -16.9% | +30.4% | -47.3% | -25.5% |
| 1Y | -17.6% | +43.9% | -61.6% | -29.3% |
| All | -19.4% | +164.8% | -184.2% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling