+123.8%
STX vs PG
+15.9%
+107.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.2% | -11.4% | -4.3% |
| 7D | -20.2% | +5.7% | -25.9% | -14.5% |
| 30D | -37.2% | +15.4% | -52.6% | -25.2% |
| 3M | -34.1% | +13.8% | -47.8% | -22.0% |
| 6M | -24.5% | +18.3% | -42.8% | -6.5% |
| YTD | +102.9% | +20.1% | +82.8% | +179.3% |
| 1Y | +123.8% | +17.0% | +106.8% | +194.9% |
| All | +123.8% | +15.9% | +107.9% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling