+2,108.4%
STX vs PCG
-76.4%
+2,184.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.0% | +11.0% | +10.1% |
| 7D | -1.0% | -2.2% | +1.3% | -0.8% |
| 30D | -26.8% | -0.5% | -26.3% | -26.7% |
| 3M | -32.7% | -24.0% | -8.7% | -31.7% |
| 6M | -33.7% | -18.6% | -15.1% | -33.1% |
| YTD | +101.0% | -17.7% | +118.7% | +102.6% |
| 1Y | +92.7% | -20.0% | +112.7% | +94.5% |
| 3Y | +708.7% | -20.2% | +728.9% | +713.3% |
| 5Y | +504.0% | +8.4% | +495.6% | +493.4% |
| 10Y | +2,108.4% | -76.4% | +2,184.7% | +2,018.9% |
| All | +2,108.4% | -76.4% | +2,184.8% | +2,018.9% |
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