+4.9%
STM vs PCG
-21.6%
+26.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +4.8% |
| 7D | -10.7% | -1.6% | -9.1% | -10.4% |
| 30D | -25.7% | +1.4% | -27.1% | -25.9% |
| 3M | -21.6% | -23.4% | +1.8% | -17.7% |
| 6M | -27.8% | -19.4% | -8.4% | -25.5% |
| YTD | +61.8% | -18.5% | +80.2% | +66.1% |
| 1Y | +78.1% | -19.5% | +97.6% | +83.5% |
| 3Y | +4.9% | -21.0% | +25.9% | +5.6% |
| All | +4.9% | -21.6% | +26.5% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling