-16.0%
PCG vs MAR
+62.0%
-78.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | +1.9% | +7.7% | -5.8% | +0.4% |
| 30D | +8.5% | +19.4% | -10.9% | +4.8% |
| 3M | -22.9% | +23.3% | -46.2% | -25.8% |
| 6M | -16.8% | +22.8% | -39.6% | -20.2% |
| YTD | -15.8% | +37.8% | -53.6% | -21.4% |
| 1Y | -16.0% | +57.4% | -73.4% | -22.0% |
| All | -16.0% | +62.0% | -78.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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