-76.4%
PCG vs Z
-14.8%
-61.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -2.2% | -13.1% | +10.8% | -0.2% |
| 30D | -0.5% | +5.9% | -6.3% | -1.8% |
| 3M | -24.0% | -13.7% | -10.3% | -22.9% |
| 6M | -18.6% | -27.1% | +8.5% | -15.5% |
| YTD | -17.7% | -56.8% | +39.1% | -7.8% |
| 1Y | -20.0% | -60.2% | +40.2% | -9.4% |
| 3Y | -20.2% | -19.7% | -0.5% | -23.4% |
| 5Y | +8.4% | -53.7% | +62.1% | +9.6% |
| 10Y | -76.4% | -16.9% | -59.5% | -81.8% |
| All | -76.4% | -14.8% | -61.6% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling