+11.2%
MCD vs PCG
-20.0%
+31.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +19.6% | +5.8% | +13.8% | +18.7% |
| 3M | +2.2% | -22.8% | +25.0% | +5.2% |
| 6M | -1.1% | -18.4% | +17.3% | +0.6% |
| YTD | -7.2% | -16.9% | +9.6% | -6.0% |
| 1Y | -6.7% | -17.6% | +10.9% | -5.3% |
| All | +11.2% | -20.0% | +31.2% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling