+443.6%
STX vs PCG
+13.7%
+429.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | -28.5% | -1.6% | -26.9% | -28.3% |
| 30D | -42.9% | +1.4% | -44.3% | -43.0% |
| 3M | -45.9% | -23.4% | -22.5% | -44.2% |
| 6M | -41.3% | -19.4% | -21.9% | -40.3% |
| YTD | +67.9% | -18.5% | +86.4% | +70.4% |
| 1Y | +66.5% | -19.5% | +86.1% | +69.4% |
| 3Y | +588.0% | -21.0% | +609.0% | +586.8% |
| All | +443.6% | +13.7% | +429.9% | +381.1% |
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