-19.1%
PCG vs STZ
+17.1%
-36.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.5% | +5.3% | -5.8% | -1.0% |
| 30D | +0.8% | +19.6% | -18.8% | -1.4% |
| 3M | -22.0% | +10.0% | -32.0% | -22.9% |
| 6M | -17.1% | -0.3% | -16.8% | -17.4% |
| YTD | -16.9% | +8.6% | -25.4% | -17.7% |
| 1Y | -19.1% | +16.6% | -35.7% | -22.1% |
| All | -19.1% | +17.1% | -36.1% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling