The Z-axis caption is written vertically alongside the axis. It will be automatically repositioned depending on the chart viewpoint.

ch.Set 'zcap' 'Yield'

You may also choose to place it at the end of the axis with the ‘atend’ Z-style.

See also ...
CaptionFont – font for all axis captions
CaptionStyle – caption style
ZCaptionFont – font for Z caption
ZStyle – Z-axis style