+186.6%
MU vs PCG
-18.8%
+205.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.0% |
| 7D | -15.2% | -0.5% | -14.8% | -15.3% |
| 30D | -29.5% | +0.8% | -30.3% | -29.4% |
| 3M | -15.8% | -22.0% | +6.3% | -19.5% |
| 6M | -2.9% | -17.1% | +14.2% | -5.4% |
| YTD | +154.2% | -16.9% | +171.1% | +174.8% |
| 1Y | +186.6% | -19.1% | +205.7% | +219.8% |
| All | +186.6% | -18.8% | +205.4% | +219.8% |
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