-76.0%
PCG vs STZ
-9.3%
-66.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.7% |
| 7D | -13.9% | -1.9% | -11.9% | -13.2% |
| 30D | -16.9% | -1.9% | -15.0% | -16.3% |
| 3M | -14.7% | -6.2% | -8.5% | -12.8% |
| 6M | -23.8% | -14.0% | -9.8% | -19.8% |
| YTD | -10.5% | -5.1% | -5.4% | -10.1% |
| 1Y | -5.1% | -9.6% | +4.5% | -3.2% |
| 3Y | -11.6% | -47.2% | +35.6% | +11.3% |
| 5Y | +59.0% | -33.6% | +92.6% | +78.6% |
| All | -76.0% | -9.3% | -66.6% | -76.9% |
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