-19.4%
PCG vs STZ
+15.6%
-34.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +2.2% | +2.6% | -0.4% | +1.9% |
| 30D | +0.8% | +15.2% | -14.4% | -0.9% |
| 3M | -23.8% | +7.6% | -31.4% | -24.4% |
| 6M | -19.6% | +5.3% | -24.9% | -20.3% |
| YTD | -16.7% | +8.6% | -25.4% | -17.7% |
| 1Y | -19.4% | +15.6% | -34.9% | -21.7% |
| All | -19.4% | +15.6% | -34.9% | -21.7% |
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 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