-19.4%
PCG vs MAS
+61.2%
-80.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | -0.5% |
| 7D | 0.0% | +4.6% | -4.6% | -1.0% |
| 30D | +5.8% | +19.9% | -14.0% | +1.6% |
| 3M | -22.8% | +8.9% | -31.7% | -24.3% |
| 6M | -18.4% | +20.2% | -38.6% | -22.2% |
| YTD | -16.9% | +33.9% | -50.7% | -23.3% |
| 1Y | -17.6% | +34.7% | -52.3% | -24.2% |
| All | -19.4% | +61.2% | -80.6% | -36.7% |
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