+584.1%
MA vs PCG
-76.5%
+660.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.5% | -2.0% | +1.5% | -0.3% |
| 30D | +7.9% | -2.7% | +10.6% | +8.2% |
| 3M | +16.8% | -25.1% | +41.8% | +19.4% |
| 6M | +31.0% | -22.3% | +53.3% | +33.4% |
| YTD | +15.0% | -18.5% | +33.5% | +16.5% |
| 1Y | +17.0% | -21.8% | +38.9% | +18.9% |
| 3Y | +68.5% | -21.0% | +89.5% | +70.4% |
| 5Y | +85.0% | +8.1% | +76.9% | +82.0% |
| All | +584.1% | -76.5% | +660.6% | +616.1% |
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