-76.4%
PCG vs STZ
+12.8%
-89.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -2.2% | -0.9% | -1.3% | -1.9% |
| 30D | -0.5% | +14.9% | -15.4% | -5.9% |
| 3M | -24.0% | +8.4% | -32.4% | -26.8% |
| 6M | -18.6% | +2.8% | -21.4% | -20.3% |
| YTD | -17.7% | +7.5% | -25.2% | -21.7% |
| 1Y | -20.0% | +12.5% | -32.6% | -25.6% |
| 3Y | -20.2% | -35.4% | +15.2% | -8.0% |
| 5Y | +8.4% | -29.3% | +37.7% | +18.6% |
| 10Y | -76.4% | +11.8% | -88.2% | -78.7% |
| All | -76.4% | +12.8% | -89.2% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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