-76.7%
PCG vs MAR
+540.7%
-617.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | +0.1% | +14.0% | -13.9% | -4.5% |
| 3M | -24.4% | +18.1% | -42.5% | -28.7% |
| 6M | -17.7% | +18.6% | -36.2% | -22.8% |
| YTD | -17.4% | +35.3% | -52.7% | -26.4% |
| 1Y | -19.4% | +44.5% | -63.8% | -30.0% |
| 3Y | -18.6% | +120.7% | -139.3% | -40.6% |
| 5Y | +10.2% | +164.1% | -153.9% | -26.9% |
| 10Y | -76.7% | +515.5% | -592.2% | -87.5% |
| All | -76.7% | +540.7% | -617.4% | -87.5% |
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