+19.9%
MA vs PCG
-18.8%
+38.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 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% | +17.8% |
| 6M | +33.4% | -17.1% | +50.5% | +34.7% |
| YTD | +16.1% | -16.9% | +33.0% | +16.4% |
| 1Y | +19.9% | -19.1% | +39.0% | +20.0% |
| All | +19.9% | -18.8% | +38.7% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling