-32.2%
PCG vs MSTZ
-99.2%
+67.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.8% | -13.8% | -0.8% |
| 7D | -2.0% | +25.6% | -27.5% | -1.7% |
| 30D | -2.7% | +50.6% | -53.3% | -2.1% |
| 3M | -25.1% | -64.5% | +39.4% | -25.7% |
| 6M | -22.3% | -14.0% | -8.3% | -21.3% |
| YTD | -18.5% | -76.4% | +57.9% | -18.5% |
| 1Y | -21.8% | -56.2% | +34.4% | -20.5% |
| All | -32.2% | -99.2% | +67.0% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling