+3,971.9%
MU vs PCG
-77.4%
+4,049.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +5.3% |
| 7D | -22.0% | -1.6% | -20.4% | -21.9% |
| 30D | -36.6% | +1.4% | -38.0% | -36.7% |
| 3M | -21.7% | -23.4% | +1.7% | -20.0% |
| 6M | +3.5% | -19.4% | +22.9% | +5.0% |
| YTD | +141.9% | -18.5% | +160.4% | +144.6% |
| 1Y | +189.8% | -19.5% | +209.4% | +193.4% |
| 3Y | +855.4% | -21.0% | +876.4% | +865.2% |
| 5Y | +869.2% | +13.7% | +855.4% | +841.6% |
| All | +3,971.9% | -77.4% | +4,049.3% | +3,944.2% |
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