+88.5%
MA vs PCG
+10.2%
+78.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +0.8% |
| 7D | +1.3% | +2.2% | -0.9% | +0.8% |
| 30D | +9.6% | +0.8% | +8.8% | +9.4% |
| 3M | +16.8% | -23.8% | +40.6% | +24.2% |
| 6M | +35.2% | -19.6% | +54.8% | +41.0% |
| YTD | +16.6% | -16.7% | +33.3% | +19.4% |
| 1Y | +19.8% | -19.4% | +39.2% | +23.9% |
| 3Y | +70.7% | -18.3% | +89.0% | +71.3% |
| All | +88.5% | +10.2% | +78.3% | +59.8% |
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 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