+13,824.2%
MA vs PCG
-43.1%
+13,867.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.4% |
| 7D | -2.7% | -13.9% | +11.2% | -1.1% |
| 30D | +1.5% | -16.9% | +18.4% | +3.6% |
| 3M | +20.4% | -14.7% | +35.2% | +22.4% |
| 6M | +11.1% | -23.8% | +35.0% | +14.5% |
| YTD | +2.0% | -10.5% | +12.5% | +2.7% |
| 1Y | -2.2% | -5.1% | +3.0% | -2.4% |
| 3Y | +41.9% | -11.6% | +53.5% | +42.1% |
| 5Y | +75.4% | +59.0% | +16.3% | +62.4% |
| 10Y | +527.5% | -75.7% | +603.3% | +686.4% |
| All | +13,824.2% | -43.1% | +13,867.2% | +11,337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling