+205.9%
MCD vs PCG
-76.4%
+282.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | -1.9% | -2.2% | +0.3% | -1.8% |
| 30D | +16.6% | -0.5% | +17.1% | +16.7% |
| 3M | +0.9% | -24.0% | +24.9% | +2.8% |
| 6M | +1.5% | -18.6% | +20.1% | +2.7% |
| YTD | -8.3% | -17.7% | +9.3% | -7.3% |
| 1Y | -8.1% | -20.0% | +11.9% | -6.9% |
| 3Y | +10.3% | -20.2% | +30.6% | +11.4% |
| 5Y | +23.4% | +8.4% | +15.1% | +21.4% |
| 10Y | +205.9% | -76.4% | +282.3% | +203.0% |
| All | +205.9% | -76.4% | +282.3% | +203.0% |
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