+635.3%
STX vs PCG
-18.6%
+653.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -17.3% | -0.5% | -16.8% | -17.3% |
| 30D | -35.9% | +0.8% | -36.7% | -35.9% |
| 3M | -37.3% | -22.0% | -15.3% | -37.3% |
| 6M | -35.8% | -17.1% | -18.7% | -36.0% |
| YTD | +82.7% | -16.9% | +99.6% | +83.3% |
| 1Y | +71.6% | -19.1% | +90.7% | +72.9% |
| 3Y | +635.3% | -19.4% | +654.7% | +624.4% |
| All | +635.3% | -18.6% | +653.8% | +624.4% |
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