+265.1%
MU vs PCG
-14.1%
+279.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.8% | -7.8% | -6.9% |
| 7D | -19.1% | +1.9% | -21.0% | -18.8% |
| 30D | -25.2% | +8.5% | -33.7% | -24.1% |
| 3M | -10.9% | -22.9% | +12.0% | -15.1% |
| 6M | +38.0% | -16.8% | +54.7% | +34.6% |
| YTD | +178.8% | -15.8% | +194.6% | +202.2% |
| 1Y | +265.1% | -16.0% | +281.1% | +316.6% |
| All | +265.1% | -14.1% | +279.2% | +316.6% |
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 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