+89.4%
STM vs PCG
-19.4%
+108.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.4% | +6.7% |
| 7D | -5.6% | -1.1% | -4.5% | -5.5% |
| 30D | -14.4% | +0.1% | -14.5% | -14.4% |
| 3M | -20.5% | -24.4% | +4.0% | -19.1% |
| 6M | -24.5% | -17.7% | -6.9% | -23.7% |
| YTD | +72.7% | -17.4% | +90.1% | +79.7% |
| All | +89.4% | -19.4% | +108.8% | +94.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling