+14.1%
PCG vs Z
-55.4%
+69.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.7% |
| 7D | -1.6% | -4.6% | +3.0% | -1.3% |
| 30D | +1.4% | +8.3% | -6.9% | +0.4% |
| 3M | -23.4% | -11.6% | -11.8% | -22.9% |
| 6M | -19.4% | -33.6% | +14.3% | -16.7% |
| YTD | -18.5% | -56.7% | +38.2% | -12.2% |
| 1Y | -19.5% | -59.1% | +39.6% | -12.9% |
| 3Y | -21.0% | -20.4% | -0.6% | -23.4% |
| All | +14.1% | -55.4% | +69.5% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling