+123.8%
STX vs PCG
-14.1%
+137.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.8% | -9.0% | -8.1% |
| 7D | -20.2% | +1.9% | -22.1% | -20.1% |
| 30D | -37.2% | +8.5% | -45.7% | -36.7% |
| 3M | -34.1% | -22.9% | -11.2% | -36.2% |
| 6M | -24.5% | -16.8% | -7.7% | -25.2% |
| YTD | +102.9% | -15.8% | +118.7% | +120.6% |
| 1Y | +123.8% | -16.0% | +139.8% | +160.0% |
| All | +123.8% | -14.1% | +137.9% | +160.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling