-76.3%
PCG vs MCO
+393.6%
-469.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.3% |
| 7D | -3.5% | -3.8% | +0.3% | -2.0% |
| 30D | -20.6% | -0.4% | -20.2% | -20.4% |
| 3M | -17.6% | +7.7% | -25.3% | -20.3% |
| 6M | -23.5% | +7.0% | -30.5% | -26.2% |
| YTD | -13.6% | -6.4% | -7.2% | -12.5% |
| 1Y | -11.3% | -7.6% | -3.7% | -9.9% |
| 3Y | -16.9% | +43.2% | -60.1% | -32.5% |
| 5Y | +50.8% | +29.6% | +21.2% | +25.1% |
| All | -76.3% | +393.6% | -469.9% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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