+96.0%
MA vs PCG
+14.1%
+82.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -0.3% | -1.1% | +0.7% | -0.1% |
| 30D | +11.3% | +0.1% | +11.2% | +11.3% |
| 3M | +16.7% | -24.4% | +41.1% | +24.4% |
| 6M | +32.8% | -17.7% | +50.4% | +37.4% |
| YTD | +15.6% | -17.4% | +33.0% | +18.7% |
| 1Y | +19.6% | -19.4% | +38.9% | +23.6% |
| 3Y | +72.1% | -18.6% | +90.7% | +72.7% |
| 5Y | +96.0% | +10.2% | +85.8% | +64.5% |
| All | +96.0% | +14.1% | +82.0% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling