+17,056.4%
STX vs PG
+530.2%
+16,526.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.8% |
| 7D | +10.7% | -0.4% | +11.2% | +10.9% |
| 30D | +11.3% | -0.1% | +11.4% | +11.1% |
| 3M | +3.2% | +1.1% | +2.1% | +1.1% |
| 6M | +157.0% | -3.8% | +160.8% | +156.8% |
| YTD | +229.2% | +3.8% | +225.4% | +214.3% |
| 1Y | +381.8% | -5.8% | +387.6% | +380.2% |
| 3Y | +1,383.2% | +3.0% | +1,380.2% | +1,273.0% |
| 5Y | +1,144.9% | +14.5% | +1,130.4% | +967.3% |
| 10Y | +3,676.0% | +117.8% | +3,558.3% | +1,974.6% |
| All | +17,056.4% | +530.2% | +16,526.2% | +5,076.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling