+2,015.8%
PG vs STM
+2,285.7%
-269.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | +1.9% | +5.8% | -3.9% | +1.3% |
| 30D | -0.2% | -1.0% | +0.8% | -0.2% |
| 3M | +4.8% | -33.3% | +38.1% | +7.8% |
| 6M | -6.1% | +57.4% | -63.5% | -11.4% |
| YTD | +4.5% | +102.2% | -97.7% | -4.1% |
| 1Y | -5.3% | +99.6% | -104.9% | -13.2% |
| 3Y | +2.6% | +14.5% | -12.0% | -2.8% |
| 5Y | +15.6% | +21.4% | -5.8% | +7.1% |
| 10Y | +118.0% | +695.0% | -576.9% | +60.1% |
| All | +2,015.8% | +2,285.7% | -269.9% | +1,144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling