+2,071.0%
STX vs PCG
-77.2%
+2,148.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +9.7% |
| 7D | -14.8% | -1.1% | -13.7% | -14.7% |
| 30D | -35.4% | +0.1% | -35.4% | -35.3% |
| 3M | -37.7% | -24.4% | -13.2% | -36.7% |
| 6M | -35.2% | -17.7% | -17.6% | -34.7% |
| YTD | +84.4% | -17.4% | +101.8% | +85.8% |
| 1Y | +82.3% | -19.4% | +101.6% | +83.9% |
| 3Y | +646.2% | -18.6% | +664.8% | +649.4% |
| 5Y | +487.4% | +10.2% | +477.2% | +476.6% |
| 10Y | +2,071.0% | -76.7% | +2,147.7% | +2,019.8% |
| All | +2,071.0% | -77.2% | +2,148.3% | +2,019.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling