+1,967.8%
STX vs PCG
-76.4%
+2,044.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -17.3% | -0.5% | -16.8% | -17.2% |
| 30D | -35.9% | +0.8% | -36.7% | -35.9% |
| 3M | -37.3% | -22.0% | -15.3% | -36.5% |
| 6M | -35.8% | -17.1% | -18.7% | -35.3% |
| YTD | +82.7% | -16.9% | +99.6% | +84.1% |
| 1Y | +71.6% | -19.1% | +90.7% | +73.1% |
| 3Y | +635.3% | -19.4% | +654.7% | +639.0% |
| 5Y | +483.8% | +9.0% | +474.8% | +473.3% |
| 10Y | +1,967.8% | -76.2% | +2,043.9% | +1,886.5% |
| All | +1,967.8% | -76.4% | +2,044.1% | +1,886.5% |
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