+461.8%
STM vs PCG
-76.5%
+538.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +16.3% | -2.0% | +18.3% | +16.6% |
| 30D | -6.3% | -2.7% | -3.6% | -5.9% |
| 3M | -14.1% | -25.1% | +11.0% | -11.2% |
| 6M | -19.6% | -22.3% | +2.7% | -17.3% |
| YTD | +80.1% | -18.5% | +98.6% | +83.8% |
| 1Y | +95.4% | -21.8% | +117.2% | +100.3% |
| 3Y | +14.7% | -21.0% | +35.7% | +16.9% |
| 5Y | -5.4% | +8.1% | -13.5% | -7.7% |
| All | +461.8% | -76.5% | +538.3% | +470.2% |
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