-10.5%
PCG vs STZ
-47.3%
+36.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | -13.9% | -1.9% | -11.9% | -13.4% |
| 30D | -16.9% | -1.9% | -15.0% | -16.4% |
| 3M | -14.7% | -6.2% | -8.5% | -13.3% |
| 6M | -23.8% | -14.0% | -9.8% | -20.9% |
| YTD | -10.5% | -5.1% | -5.4% | -10.6% |
| 1Y | -5.1% | -9.6% | +4.5% | -4.0% |
| All | -10.5% | -47.3% | +36.7% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling