+72.9%
MA vs PCG
-20.0%
+92.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +15.9% | +5.8% | +10.1% | +15.1% |
| 3M | +15.2% | -22.8% | +37.9% | +18.8% |
| 6M | +32.4% | -18.4% | +50.8% | +35.1% |
| YTD | +15.6% | -16.9% | +32.5% | +17.0% |
| 1Y | +19.3% | -17.6% | +36.9% | +21.0% |
| All | +72.9% | -20.0% | +92.9% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling