+521.8%
MA vs PCG
-75.9%
+597.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.3% |
| 7D | -2.7% | -13.9% | +11.2% | -1.6% |
| 30D | +1.5% | -16.9% | +18.4% | +2.9% |
| 3M | +20.4% | -14.7% | +35.2% | +21.8% |
| 6M | +11.1% | -23.8% | +35.0% | +13.4% |
| YTD | +2.0% | -10.5% | +12.5% | +2.5% |
| 1Y | -2.2% | -5.1% | +3.0% | -2.3% |
| 3Y | +41.9% | -11.6% | +53.5% | +42.2% |
| 5Y | +75.4% | +59.0% | +16.3% | +67.7% |
| All | +521.8% | -75.9% | +597.7% | +561.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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