-17.6%
PCG vs MAS
+37.4%
-55.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | -0.7% |
| 7D | 0.0% | +4.6% | -4.6% | -0.8% |
| 30D | +5.8% | +19.9% | -14.0% | +2.3% |
| 3M | -22.8% | +8.9% | -31.7% | -24.0% |
| 6M | -18.4% | +20.2% | -38.6% | -21.6% |
| YTD | -16.9% | +33.9% | -50.7% | -22.8% |
| 1Y | -17.6% | +34.7% | -52.3% | -23.6% |
| All | -17.6% | +37.4% | -55.0% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling