+938.2%
MU vs PCG
+10.2%
+928.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.0% |
| 7D | +12.8% | +2.2% | +10.6% | +12.3% |
| 30D | -14.9% | +0.8% | -15.6% | -15.0% |
| 3M | -18.0% | -23.8% | +5.8% | -14.0% |
| 6M | -3.1% | -19.6% | +16.5% | -0.4% |
| YTD | +172.9% | -16.7% | +189.6% | +176.0% |
| 1Y | +228.8% | -19.4% | +248.2% | +236.2% |
| 3Y | +950.8% | -18.3% | +969.1% | +937.1% |
| All | +938.2% | +10.2% | +928.0% | +747.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling