+10.5%
MCD vs PCG
-21.6%
+32.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.3% |
| 7D | +7.1% | -1.6% | +8.7% | +7.4% |
| 30D | +19.8% | +1.4% | +18.4% | +19.5% |
| 3M | +0.8% | -23.4% | +24.2% | +3.8% |
| 6M | -1.3% | -19.4% | +18.1% | +0.6% |
| YTD | -7.8% | -18.5% | +10.7% | -6.2% |
| 1Y | -5.0% | -19.5% | +14.6% | -3.3% |
| 3Y | +10.5% | -21.0% | +31.5% | +12.5% |
| All | +10.5% | -21.6% | +32.1% | +12.5% |
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