+0.4%
STM vs PCG
-20.0%
+20.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.3% | -11.1% | -12.1% |
| 7D | -20.1% | 0.0% | -20.1% | -20.1% |
| 30D | -32.0% | +5.8% | -37.8% | -32.7% |
| 3M | -24.2% | -22.8% | -1.4% | -20.5% |
| 6M | -29.9% | -18.4% | -11.5% | -27.8% |
| YTD | +54.9% | -16.9% | +71.7% | +58.5% |
| 1Y | +68.0% | -17.6% | +85.6% | +72.2% |
| All | +0.4% | -20.0% | +20.5% | +0.7% |
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