+661.5%
STM vs PCG
-75.9%
+737.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.6% | +1.5% |
| 7D | +5.8% | -13.9% | +19.6% | +7.5% |
| 30D | -1.0% | -16.9% | +15.9% | +1.0% |
| 3M | -33.3% | -14.7% | -18.5% | -32.2% |
| 6M | +57.4% | -23.8% | +81.2% | +62.3% |
| YTD | +102.2% | -10.5% | +112.7% | +103.8% |
| 1Y | +99.6% | -5.1% | +104.7% | +99.3% |
| 3Y | +14.5% | -11.6% | +26.1% | +14.9% |
| 5Y | +21.4% | +59.0% | -37.6% | +12.9% |
| All | +661.5% | -75.9% | +737.4% | +656.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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