+808.8%
MU vs PCG
-20.0%
+828.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -1.3% | -16.2% | -17.3% |
| 7D | -29.7% | 0.0% | -29.7% | -29.7% |
| 30D | -37.2% | +5.8% | -43.1% | -37.5% |
| 3M | -26.5% | -22.8% | -3.7% | -25.1% |
| 6M | +2.6% | -18.4% | +21.0% | +3.0% |
| YTD | +130.1% | -16.9% | +147.0% | +130.4% |
| 1Y | +176.7% | -17.6% | +194.3% | +177.9% |
| All | +808.8% | -20.0% | +828.9% | +777.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling