+20.6%
PG vs STT
+182.6%
-162.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.7% | +4.8% | -2.1% | +2.5% |
| 30D | +9.2% | +3.9% | +5.3% | +9.0% |
| 3M | +18.5% | -8.2% | +26.6% | +18.9% |
| 6M | +21.1% | +15.6% | +5.5% | +20.0% |
| YTD | +21.9% | +37.6% | -15.7% | +19.5% |
| 1Y | +18.1% | +50.1% | -32.0% | +15.0% |
| 3Y | +20.6% | +183.1% | -162.5% | +9.8% |
| All | +20.6% | +182.6% | -162.0% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling