+463.1%
STM vs PCG
-76.4%
+539.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.6% |
| 7D | +1.4% | -2.2% | +3.7% | +1.8% |
| 30D | -8.4% | -0.5% | -7.9% | -8.3% |
| 3M | -15.8% | -24.0% | +8.2% | -13.1% |
| 6M | -22.8% | -18.6% | -4.2% | -21.2% |
| YTD | +79.4% | -17.7% | +97.0% | +82.8% |
| 1Y | +97.0% | -20.0% | +117.0% | +101.4% |
| 3Y | +14.2% | -20.2% | +34.4% | +16.3% |
| 5Y | -4.5% | +8.4% | -12.8% | -6.9% |
| 10Y | +463.1% | -76.4% | +539.5% | +470.8% |
| All | +463.1% | -76.4% | +539.5% | +470.8% |
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