+43.3%
MA vs PCG
-11.7%
+55.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.4% |
| 7D | -2.7% | -13.9% | +11.2% | -0.9% |
| 30D | +1.5% | -16.9% | +18.4% | +4.0% |
| 3M | +20.4% | -14.7% | +35.2% | +22.7% |
| 6M | +11.1% | -23.8% | +35.0% | +15.5% |
| YTD | +2.0% | -10.5% | +12.5% | +2.3% |
| 1Y | -2.2% | -5.1% | +3.0% | -3.3% |
| All | +43.3% | -11.7% | +55.0% | +41.4% |
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