+226.4%
MU vs PCG
-20.7%
+247.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.8% |
| 7D | +21.6% | -2.0% | +23.6% | +21.2% |
| 30D | -16.2% | -2.7% | -13.5% | -16.6% |
| 3M | -12.4% | -25.1% | +12.7% | -17.1% |
| 6M | +4.2% | -22.3% | +26.5% | +0.2% |
| YTD | +180.0% | -18.5% | +198.4% | +202.4% |
| 1Y | +226.4% | -21.8% | +248.2% | +276.2% |
| All | +226.4% | -20.7% | +247.1% | +276.2% |
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 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