-22.8%
PCG vs MSTZ
-99.2%
+76.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.2% | -4.6% | +3.7% |
| 7D | +5.4% | -25.4% | +30.8% | +5.1% |
| 30D | -15.1% | -60.9% | +45.8% | -16.0% |
| 3M | -9.8% | -54.2% | +44.4% | -10.1% |
| 6M | -18.0% | -65.0% | +47.0% | -18.4% |
| YTD | -7.2% | -76.5% | +69.3% | -7.5% |
| 1Y | +2.9% | -23.4% | +26.2% | +6.2% |
| All | -22.8% | -99.2% | +76.4% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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