+4,006.0%
PG vs STT
+7,372.9%
-3,366.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | -0.2% | +3.9% | -4.1% | -0.9% |
| 3M | +4.8% | +20.0% | -15.2% | +1.6% |
| 6M | -6.1% | +55.3% | -61.4% | -12.9% |
| YTD | +4.5% | +53.3% | -48.9% | -3.1% |
| 1Y | -5.3% | +74.7% | -80.0% | -14.1% |
| 3Y | +2.6% | +205.8% | -203.3% | -16.1% |
| 5Y | +15.6% | +145.0% | -129.4% | -3.9% |
| 10Y | +118.0% | +266.0% | -148.0% | +61.8% |
| All | +4,006.0% | +7,372.9% | -3,366.9% | +1,101.6% |
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