-7.1%
PCG vs MCO
-7.0%
-0.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | +0.5% | -7.3% | +7.8% | +1.3% |
| 30D | -18.9% | -1.7% | -17.2% | -18.5% |
| 3M | -15.8% | +3.9% | -19.8% | -15.5% |
| 6M | -22.6% | +3.8% | -26.4% | -22.2% |
| YTD | -12.2% | -7.9% | -4.3% | -10.7% |
| 1Y | -7.1% | -6.8% | -0.2% | -5.2% |
| All | -7.1% | -7.0% | -0.1% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling