+1,019.5%
STX vs PCG
+58.3%
+961.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +6.1% |
| 7D | +2.4% | -13.9% | +16.2% | +3.9% |
| 30D | +1.4% | -16.9% | +18.2% | +3.3% |
| 3M | -8.2% | -14.7% | +6.5% | -7.2% |
| 6M | +127.0% | -23.8% | +150.8% | +134.1% |
| YTD | +209.1% | -10.5% | +219.6% | +209.7% |
| 1Y | +365.4% | -5.1% | +370.5% | +358.7% |
| 3Y | +1,135.4% | -11.6% | +1,147.0% | +1,111.6% |
| All | +1,019.5% | +58.3% | +961.2% | +850.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling