+54.5%
PCG vs MAR
+165.1%
-110.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -13.9% | -4.2% | -9.7% | -12.6% |
| 30D | -16.9% | -6.7% | -10.2% | -14.9% |
| 3M | -14.7% | -12.5% | -2.2% | -11.3% |
| 6M | -23.8% | +0.6% | -24.4% | -24.3% |
| YTD | -10.5% | +9.1% | -19.6% | -13.5% |
| 1Y | -5.1% | +26.2% | -31.3% | -12.8% |
| 3Y | -11.6% | +68.2% | -79.8% | -27.8% |
| All | +54.5% | +165.1% | -110.6% | +3.4% |
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