+14.1%
PCG vs STT
+100.0%
-85.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -1.6% | -2.5% | +0.9% | -0.8% |
| 30D | +1.4% | -5.0% | +6.4% | +3.1% |
| 3M | -23.4% | -10.5% | -12.9% | -20.6% |
| 6M | -19.4% | +10.0% | -29.4% | -22.5% |
| YTD | -18.5% | +30.7% | -49.2% | -26.8% |
| 1Y | -19.5% | +43.8% | -63.3% | -30.3% |
| 3Y | -21.0% | +168.1% | -189.1% | -46.2% |
| All | +14.1% | +100.0% | -85.9% | -17.3% |
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