+1,972.8%
STX vs PCG
-76.0%
+2,048.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.2% | -3.2% |
| 7D | +14.6% | +2.2% | +12.4% | +14.4% |
| 30D | -26.0% | +0.8% | -26.7% | -26.0% |
| 3M | -42.6% | -23.8% | -18.8% | -41.7% |
| 6M | -35.3% | -19.6% | -15.6% | -34.6% |
| YTD | +92.5% | -16.7% | +109.2% | +93.8% |
| 1Y | +102.4% | -19.4% | +121.8% | +104.2% |
| 3Y | +673.8% | -18.3% | +692.1% | +676.9% |
| 5Y | +463.1% | +10.4% | +452.6% | +452.5% |
| All | +1,972.8% | -76.0% | +2,048.8% | +1,866.3% |
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 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