+4,271.9%
MU vs PCG
-77.2%
+4,349.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +4.9% | +6.1% |
| 7D | -12.0% | -1.1% | -11.0% | -11.9% |
| 30D | -28.7% | +0.1% | -28.8% | -28.7% |
| 3M | -16.4% | -24.4% | +8.0% | -14.5% |
| 6M | -1.8% | -17.7% | +15.9% | -0.6% |
| YTD | +157.1% | -17.4% | +174.5% | +159.6% |
| 1Y | +208.5% | -19.4% | +227.9% | +212.3% |
| 3Y | +906.2% | -18.6% | +924.7% | +913.5% |
| 5Y | +893.4% | +10.2% | +883.2% | +867.7% |
| 10Y | +4,271.9% | -76.7% | +4,348.6% | +4,194.7% |
| All | +4,271.9% | -77.2% | +4,349.1% | +4,194.7% |
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