-77.0%
PCG vs MAR
+539.7%
-616.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.6% | +4.3% | -5.9% | -3.0% |
| 30D | +1.4% | +16.8% | -15.4% | -4.0% |
| 3M | -23.4% | +16.0% | -39.4% | -27.3% |
| 6M | -19.4% | +16.5% | -35.8% | -23.9% |
| YTD | -18.5% | +35.0% | -53.5% | -27.3% |
| 1Y | -19.5% | +49.4% | -68.9% | -31.0% |
| 3Y | -21.0% | +124.1% | -145.1% | -42.7% |
| 5Y | +13.7% | +159.2% | -145.4% | -24.1% |
| All | -77.0% | +539.7% | -616.7% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling