-5.7%
STM vs PCG
+10.8%
-16.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -7.9% | -0.5% | -7.5% | -7.8% |
| 30D | -14.1% | +0.8% | -14.9% | -14.3% |
| 3M | -17.6% | -22.0% | +4.4% | -12.2% |
| 6M | -24.2% | -17.1% | -7.1% | -21.3% |
| YTD | +73.3% | -16.9% | +90.2% | +79.2% |
| 1Y | +90.1% | -19.1% | +109.2% | +98.3% |
| 3Y | +10.3% | -19.4% | +29.8% | +12.2% |
| 5Y | -5.7% | +9.0% | -14.7% | -23.3% |
| All | -5.7% | +10.8% | -16.5% | -23.3% |
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