+1,362.4%
MU vs PCG
-11.7%
+1,374.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +5.9% |
| 7D | +9.0% | -13.9% | +22.8% | +10.3% |
| 30D | +13.8% | -16.9% | +30.7% | +15.6% |
| 3M | +2.1% | -14.7% | +16.8% | +2.9% |
| 6M | +153.8% | -23.8% | +177.6% | +162.6% |
| YTD | +256.4% | -10.5% | +266.9% | +255.1% |
| 1Y | +719.8% | -5.1% | +724.9% | +701.2% |
| All | +1,362.4% | -11.7% | +1,374.2% | +1,287.3% |
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