-25.6%
PCG vs MSTZ
-99.3%
+73.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.5% |
| 7D | -13.9% | -29.7% | +15.9% | -14.2% |
| 30D | -16.9% | -65.3% | +48.4% | -17.8% |
| 3M | -14.7% | -57.3% | +42.6% | -15.1% |
| 6M | -23.8% | -61.6% | +37.8% | -24.0% |
| YTD | -10.5% | -78.3% | +67.8% | -10.9% |
| 1Y | -5.1% | -30.2% | +25.1% | -2.1% |
| All | -25.6% | -99.3% | +73.7% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling