-76.0%
PCG vs MAS
+137.9%
-213.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.7% |
| 7D | -13.9% | -0.8% | -13.1% | -13.5% |
| 30D | -16.9% | -5.6% | -11.3% | -15.0% |
| 3M | -14.7% | +4.4% | -19.2% | -17.0% |
| 6M | -23.8% | +7.2% | -31.0% | -27.2% |
| YTD | -10.5% | +16.1% | -26.6% | -17.6% |
| 1Y | -5.1% | +0.1% | -5.2% | -7.4% |
| 3Y | -11.6% | +28.3% | -39.9% | -25.6% |
| 5Y | +59.0% | +30.5% | +28.5% | +28.5% |
| All | -76.0% | +137.9% | -213.9% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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