+6,028.8%
MU vs PCG
-75.9%
+6,104.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +5.9% |
| 7D | +9.0% | -13.9% | +22.8% | +10.2% |
| 30D | +13.8% | -16.9% | +30.7% | +15.4% |
| 3M | +2.1% | -14.7% | +16.8% | +3.1% |
| 6M | +153.8% | -23.8% | +177.6% | +159.2% |
| YTD | +256.4% | -10.5% | +266.9% | +257.3% |
| 1Y | +719.8% | -5.1% | +724.9% | +716.3% |
| 3Y | +1,360.4% | -11.6% | +1,372.0% | +1,359.6% |
| 5Y | +1,312.4% | +59.0% | +1,253.4% | +1,231.2% |
| All | +6,028.8% | -75.9% | +6,104.7% | +6,068.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling