+422.5%
STM vs PCG
-77.2%
+499.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.4% | +6.6% |
| 7D | -5.6% | -1.1% | -4.5% | -5.4% |
| 30D | -14.4% | +0.1% | -14.5% | -14.4% |
| 3M | -20.5% | -24.4% | +4.0% | -17.8% |
| 6M | -24.5% | -17.7% | -6.9% | -23.0% |
| YTD | +72.7% | -17.4% | +90.1% | +75.9% |
| 1Y | +91.0% | -19.4% | +110.4% | +95.1% |
| 3Y | +13.5% | -18.6% | +32.1% | +15.3% |
| 5Y | -9.2% | +10.2% | -19.4% | -11.7% |
| 10Y | +422.5% | -76.7% | +499.2% | +420.5% |
| All | +422.5% | -77.2% | +499.8% | +420.5% |
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