+588.0%
STX vs PCG
-21.6%
+609.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.1% |
| 7D | -28.5% | -1.6% | -26.9% | -28.4% |
| 30D | -42.9% | +1.4% | -44.3% | -42.9% |
| 3M | -45.9% | -23.4% | -22.5% | -45.8% |
| 6M | -41.3% | -19.4% | -21.9% | -41.4% |
| YTD | +67.9% | -18.5% | +86.4% | +68.5% |
| 1Y | +66.5% | -19.5% | +86.1% | +67.6% |
| 3Y | +588.0% | -21.0% | +609.0% | +579.7% |
| All | +588.0% | -21.6% | +609.6% | +579.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling