+177.3%
MCD vs PCG
-75.9%
+253.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -4.0% | -1.7% |
| 7D | -2.8% | -13.9% | +11.0% | -1.9% |
| 30D | -6.0% | -16.9% | +10.8% | -4.9% |
| 3M | -5.6% | -14.7% | +9.2% | -4.7% |
| 6M | -21.9% | -23.8% | +2.0% | -20.5% |
| YTD | -14.7% | -10.5% | -4.2% | -14.3% |
| 1Y | -17.3% | -5.1% | -12.2% | -17.3% |
| 3Y | -2.2% | -11.6% | +9.5% | -2.0% |
| 5Y | +20.3% | +59.0% | -38.7% | +15.2% |
| All | +177.3% | -75.9% | +253.2% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling