-4.6%
STM vs PCG
+10.2%
-14.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.1% |
| 7D | +12.0% | +2.2% | +9.8% | +11.3% |
| 30D | -0.4% | +0.8% | -1.1% | -0.6% |
| 3M | -13.2% | -23.8% | +10.6% | -6.7% |
| 6M | -26.1% | -19.6% | -6.5% | -22.2% |
| YTD | +81.2% | -16.7% | +97.9% | +87.2% |
| 1Y | +98.3% | -19.4% | +117.7% | +107.2% |
| 3Y | +16.7% | -18.3% | +35.0% | +17.9% |
| All | -4.6% | +10.2% | -14.8% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling