-19.4%
PCG vs Z
-20.5%
+1.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.0% |
| 7D | -0.5% | -6.5% | +6.0% | -0.1% |
| 30D | +0.8% | -0.1% | +0.9% | +0.6% |
| 3M | -22.0% | -14.1% | -7.9% | -21.6% |
| 6M | -17.1% | -30.1% | +13.0% | -15.6% |
| YTD | -16.9% | -57.5% | +40.7% | -12.2% |
| 1Y | -19.1% | -60.3% | +41.3% | -14.0% |
| 3Y | -19.4% | -21.0% | +1.6% | -25.8% |
| All | -19.4% | -20.5% | +1.0% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling