+22.6%
MCD vs PCG
+14.4%
+8.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.5% |
| 3M | +2.2% | -22.8% | +25.0% | +6.0% |
| 6M | -1.1% | -18.4% | +17.3% | +1.3% |
| YTD | -7.2% | -16.9% | +9.6% | -5.5% |
| 1Y | -6.7% | -17.6% | +10.9% | -4.8% |
| 3Y | +11.6% | -20.0% | +31.6% | +13.4% |
| 5Y | +22.6% | +16.0% | +6.6% | +12.5% |
| All | +22.6% | +14.4% | +8.3% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling