+19.9%
MDT vs PCG
-14.1%
+34.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +6.1% |
| 7D | +10.7% | +1.9% | +8.8% | +10.6% |
| 30D | +19.3% | +8.5% | +10.8% | +18.5% |
| 3M | +22.8% | -22.9% | +45.7% | +25.6% |
| 6M | +36.4% | -16.8% | +53.1% | +37.3% |
| YTD | +12.1% | -15.8% | +27.8% | +14.9% |
| 1Y | +19.9% | -16.0% | +35.9% | +23.8% |
| All | +19.9% | -14.1% | +34.0% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling