+9.2%
PCG vs STZ
-29.4%
+38.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.2% | -0.9% | -1.3% | -1.9% |
| 30D | -0.5% | +14.9% | -15.4% | -5.0% |
| 3M | -24.0% | +8.4% | -32.4% | -26.2% |
| 6M | -18.6% | +2.8% | -21.4% | -19.9% |
| YTD | -17.7% | +7.5% | -25.2% | -21.2% |
| 1Y | -20.0% | +12.5% | -32.6% | -25.0% |
| 3Y | -20.2% | -35.4% | +15.2% | -8.4% |
| All | +9.2% | -29.4% | +38.6% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling