-4.2%
PCG vs MSTZ
-19.0%
+14.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.5% | -9.7% | -4.2% |
| 7D | +6.5% | -23.6% | +30.0% | +6.4% |
| 30D | -16.7% | -60.7% | +44.0% | -16.7% |
| 3M | -14.2% | -58.3% | +44.1% | -14.1% |
| 6M | -21.5% | -60.0% | +38.6% | -21.3% |
| YTD | -11.2% | -75.2% | +64.0% | -11.1% |
| 1Y | -4.2% | -19.9% | +15.7% | +2.5% |
| All | -4.2% | -19.0% | +14.8% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling