-18.2%
MDT vs PCG
+58.3%
-76.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.6% |
| 7D | +3.2% | -13.9% | +17.1% | +5.8% |
| 30D | +9.5% | -16.9% | +26.4% | +12.9% |
| 3M | +16.0% | -14.7% | +30.7% | +18.8% |
| 6M | +0.2% | -23.8% | +24.0% | +5.2% |
| YTD | -0.3% | -10.5% | +10.2% | +0.7% |
| 1Y | +4.7% | -5.1% | +9.8% | +4.1% |
| 3Y | +26.5% | -11.6% | +38.1% | +26.3% |
| All | -18.2% | +58.3% | -76.5% | -27.6% |
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