+9.3%
PCG vs MAR
+181.1%
-171.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | +2.2% | +1.6% | +0.6% | +1.7% |
| 30D | +0.8% | +13.8% | -13.0% | -3.2% |
| 3M | -23.8% | +20.3% | -44.1% | -28.0% |
| 6M | -19.6% | +21.3% | -40.9% | -24.6% |
| YTD | -16.7% | +37.2% | -53.9% | -25.3% |
| 1Y | -19.4% | +48.4% | -67.8% | -29.6% |
| 3Y | -18.3% | +120.1% | -138.4% | -39.2% |
| All | +9.3% | +181.1% | -171.7% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling