+4,692.5%
PG vs STT
+6,607.8%
-1,915.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.7% | +4.8% | -2.1% | +1.9% |
| 30D | +9.2% | +3.9% | +5.3% | +8.5% |
| 3M | +18.5% | -8.2% | +26.6% | +20.0% |
| 6M | +21.1% | +15.6% | +5.5% | +17.9% |
| YTD | +21.9% | +37.6% | -15.7% | +15.0% |
| 1Y | +18.1% | +50.1% | -32.0% | +9.8% |
| 3Y | +20.6% | +183.1% | -162.5% | -0.2% |
| 5Y | +31.8% | +104.8% | -73.0% | +12.9% |
| 10Y | +166.5% | +201.9% | -35.4% | +104.2% |
| All | +4,692.5% | +6,607.8% | -1,915.2% | +1,326.0% |
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