-15.7%
STM vs PCG
+13.7%
-29.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +5.0% |
| 7D | -10.7% | -1.6% | -9.1% | -10.3% |
| 30D | -25.7% | +1.4% | -27.1% | -26.0% |
| 3M | -21.6% | -23.4% | +1.8% | -16.0% |
| 6M | -27.8% | -19.4% | -8.4% | -24.4% |
| YTD | +61.8% | -18.5% | +80.2% | +68.1% |
| 1Y | +78.1% | -19.5% | +97.6% | +85.7% |
| 3Y | +4.9% | -21.0% | +25.9% | +7.3% |
| All | -15.7% | +13.7% | -29.5% | -30.5% |
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