-77.6%
PCG vs STZ
+3.4%
-81.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.3% |
| 7D | -1.6% | +4.9% | -6.5% | -3.5% |
| 30D | +1.4% | +20.9% | -19.5% | -6.2% |
| 3M | -23.4% | +8.0% | -31.4% | -26.1% |
| 6M | -19.4% | -5.3% | -14.1% | -18.5% |
| YTD | -18.5% | +5.9% | -24.4% | -22.0% |
| 1Y | -19.5% | +14.2% | -33.7% | -25.7% |
| 3Y | -21.0% | -37.0% | +16.0% | -7.9% |
| 5Y | +13.7% | -29.7% | +43.4% | +24.7% |
| All | -77.6% | +3.4% | -81.0% | -79.2% |
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