+9.0%
PCG vs STT
+109.6%
-100.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | +0.8% | -1.9% | +2.7% | +1.3% |
| 3M | -22.0% | -7.6% | -14.5% | -20.0% |
| 6M | -17.1% | +16.0% | -33.1% | -21.7% |
| YTD | -16.9% | +36.2% | -53.0% | -26.4% |
| 1Y | -19.1% | +46.8% | -65.9% | -30.4% |
| 3Y | -19.4% | +177.8% | -197.2% | -45.8% |
| 5Y | +9.0% | +105.8% | -96.8% | -22.0% |
| All | +9.0% | +109.6% | -100.6% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling