+91.1%
PCG vs STT
+6,256.2%
-6,165.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -0.4% |
| 7D | 0.0% | -4.9% | +4.9% | +0.9% |
| 30D | +5.8% | -6.0% | +11.8% | +7.0% |
| 3M | -22.8% | -11.7% | -11.1% | -21.0% |
| 6M | -18.4% | +11.7% | -30.1% | -20.3% |
| YTD | -16.9% | +30.4% | -47.3% | -21.3% |
| 1Y | -17.6% | +43.9% | -61.6% | -23.6% |
| 3Y | -20.0% | +165.4% | -185.4% | -34.0% |
| 5Y | +16.0% | +101.0% | -85.0% | -0.7% |
| 10Y | -76.7% | +210.7% | -287.4% | -82.1% |
| All | +91.1% | +6,256.2% | -6,165.1% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling