-25.1%
MARA vs PCG
-6.6%
-18.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.9% |
| 7D | +6.0% | -13.9% | +19.9% | +8.0% |
| 30D | +0.6% | -16.9% | +17.5% | +4.0% |
| 3M | -18.5% | -14.7% | -3.8% | -16.4% |
| 6M | +21.7% | -23.8% | +45.6% | +29.7% |
| YTD | +25.9% | -10.5% | +36.4% | +31.6% |
| 1Y | -25.1% | -5.1% | -20.0% | -19.2% |
| All | -25.1% | -6.6% | -18.6% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling