+3,343.4%
STX vs PG
+121.7%
+3,221.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.2% |
| 7D | -2.3% | -0.8% | -1.5% | -2.1% |
| 30D | -5.5% | +0.8% | -6.3% | -5.8% |
| 3M | -4.3% | -1.3% | -3.0% | -4.7% |
| 6M | +115.6% | -3.8% | +119.4% | +115.8% |
| YTD | +202.2% | +3.6% | +198.6% | +193.3% |
| 1Y | +325.3% | -5.7% | +331.0% | +326.0% |
| 3Y | +1,283.9% | +1.6% | +1,282.3% | +1,217.0% |
| 5Y | +1,048.3% | +14.6% | +1,033.7% | +919.2% |
| All | +3,343.4% | +121.7% | +3,221.7% | +2,173.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling