+553.1%
MA vs PCG
-77.4%
+630.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | +2.3% | -1.6% | +3.9% | +2.5% |
| 30D | +14.7% | +1.4% | +13.3% | +14.5% |
| 3M | +13.5% | -23.4% | +36.9% | +15.8% |
| 6M | +33.1% | -19.4% | +52.5% | +35.1% |
| YTD | +15.1% | -18.5% | +33.6% | +16.5% |
| 1Y | +18.7% | -19.5% | +38.3% | +20.3% |
| 3Y | +72.1% | -21.0% | +93.1% | +74.1% |
| 5Y | +92.8% | +13.7% | +79.1% | +89.0% |
| All | +553.1% | -77.4% | +630.4% | +590.8% |
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