-70.3%
PCG vs Z
+25.1%
-95.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.6% | +2.8% |
| 7D | -13.9% | -3.0% | -10.9% | -13.5% |
| 30D | -16.9% | -4.2% | -12.7% | -16.5% |
| 3M | -14.7% | -3.7% | -11.0% | -14.7% |
| 6M | -23.8% | -24.5% | +0.7% | -21.2% |
| YTD | -10.5% | -49.3% | +38.8% | -2.1% |
| 1Y | -5.1% | -58.7% | +53.6% | +6.8% |
| 3Y | -11.6% | -34.1% | +22.5% | -11.0% |
| 5Y | +59.0% | -64.5% | +123.6% | +69.1% |
| 10Y | -75.7% | -0.5% | -75.2% | -81.1% |
| All | -70.3% | +25.1% | -95.4% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling