+54.5%
PCG vs STZ
-33.3%
+87.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.7% |
| 7D | -13.9% | -1.9% | -11.9% | -13.3% |
| 30D | -16.9% | -1.9% | -15.0% | -16.4% |
| 3M | -14.7% | -6.2% | -8.5% | -13.1% |
| 6M | -23.8% | -14.0% | -9.8% | -20.4% |
| YTD | -10.5% | -5.1% | -5.4% | -10.5% |
| 1Y | -5.1% | -9.6% | +4.5% | -3.7% |
| 3Y | -11.6% | -47.2% | +35.6% | +9.6% |
| All | +54.5% | -33.3% | +87.7% | +68.0% |
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