+568.4%
MA vs PCG
-76.4%
+644.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | +11.8% | +0.8% | +11.1% | +11.8% |
| 3M | +17.2% | -22.0% | +39.2% | +19.4% |
| 6M | +33.4% | -17.1% | +50.5% | +35.1% |
| YTD | +16.1% | -16.9% | +33.0% | +17.4% |
| 1Y | +19.9% | -19.1% | +39.0% | +21.5% |
| 3Y | +70.1% | -19.4% | +89.5% | +71.7% |
| 5Y | +89.6% | +9.0% | +80.6% | +86.4% |
| 10Y | +568.4% | -76.2% | +644.6% | +594.3% |
| All | +568.4% | -76.4% | +644.8% | +594.3% |
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