+116.1%
PG vs STM
+672.2%
-556.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.5% |
| 7D | -0.8% | -1.4% | +0.6% | -0.7% |
| 30D | +0.8% | -4.9% | +5.8% | +1.1% |
| 3M | -1.3% | -34.0% | +32.7% | +0.9% |
| 6M | -3.8% | +51.8% | -55.7% | -8.3% |
| YTD | +3.6% | +99.4% | -95.7% | -3.6% |
| 1Y | -5.7% | +99.1% | -104.8% | -12.6% |
| 3Y | +1.6% | +19.5% | -17.9% | -2.8% |
| 5Y | +14.6% | +19.5% | -4.9% | +7.4% |
| All | +116.1% | +672.2% | -556.0% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling