+8,691.6%
MDT vs PCG
+88.9%
+8,602.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +14.8% | +0.8% | +14.1% | +14.7% |
| 3M | +14.6% | -22.0% | +36.6% | +17.4% |
| 6M | +35.7% | -17.1% | +52.8% | +38.0% |
| YTD | +8.5% | -16.9% | +25.3% | +10.1% |
| 1Y | +13.3% | -19.1% | +32.3% | +15.3% |
| 3Y | +58.6% | -19.4% | +78.0% | +60.7% |
| 5Y | -2.6% | +9.0% | -11.6% | -5.3% |
| 10Y | +60.0% | -76.2% | +136.1% | +65.0% |
| All | +8,691.6% | +88.9% | +8,602.7% | +5,392.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling