-21.0%
PCG vs STZ
-37.2%
+16.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -1.6% | +4.9% | -6.5% | -2.8% |
| 30D | +1.4% | +20.9% | -19.5% | -3.8% |
| 3M | -23.4% | +8.0% | -31.4% | -25.1% |
| 6M | -19.4% | -5.3% | -14.1% | -18.5% |
| YTD | -18.5% | +5.9% | -24.4% | -21.2% |
| 1Y | -19.5% | +14.2% | -33.7% | -24.6% |
| 3Y | -21.0% | -37.0% | +16.0% | -10.4% |
| All | -21.0% | -37.2% | +16.2% | -10.4% |
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