+93.6%
PCG vs MAS
+1,727.7%
-1,634.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | -0.2% |
| 7D | +1.9% | +14.2% | -12.3% | -0.6% |
| 30D | +8.5% | +26.8% | -18.3% | +3.8% |
| 3M | -22.9% | +13.1% | -36.0% | -24.7% |
| 6M | -16.8% | +27.9% | -44.7% | -20.8% |
| YTD | -15.8% | +38.7% | -54.4% | -21.3% |
| 1Y | -16.0% | +40.4% | -56.4% | -21.8% |
| 3Y | -18.9% | +66.1% | -85.0% | -27.5% |
| 5Y | +17.4% | +47.4% | -30.0% | +6.1% |
| 10Y | -76.4% | +238.3% | -314.7% | -81.3% |
| All | +93.6% | +1,727.7% | -1,634.2% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling