-18.4%
PCG vs MAS
+67.0%
-85.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | -0.4% |
| 7D | +1.9% | +14.2% | -12.3% | -1.1% |
| 30D | +8.5% | +26.8% | -18.3% | +2.8% |
| 3M | -22.9% | +13.1% | -36.0% | -25.0% |
| 6M | -16.8% | +27.9% | -44.7% | -21.8% |
| YTD | -15.8% | +38.7% | -54.4% | -22.9% |
| 1Y | -16.0% | +40.4% | -56.4% | -23.4% |
| All | -18.4% | +67.0% | -85.3% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling