+1,727.7%
STM vs PCG
+25.2%
+1,702.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.3% | -11.1% | -12.2% |
| 7D | -20.1% | 0.0% | -20.1% | -20.1% |
| 30D | -32.0% | +5.8% | -37.8% | -32.6% |
| 3M | -24.2% | -22.8% | -1.4% | -21.2% |
| 6M | -29.9% | -18.4% | -11.5% | -28.1% |
| YTD | +54.9% | -16.9% | +71.7% | +58.4% |
| 1Y | +68.0% | -17.6% | +85.6% | +71.8% |
| 3Y | -0.1% | -20.0% | +19.8% | +2.1% |
| 5Y | -17.9% | +16.0% | -33.9% | -21.7% |
| 10Y | +392.2% | -76.7% | +468.9% | +411.9% |
| All | +1,727.7% | +25.2% | +1,702.4% | +1,251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling