-20.0%
PCG vs MCO
+51.5%
-71.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -2.0% | -1.7% | -0.3% | -1.5% |
| 30D | -2.7% | +9.1% | -11.8% | -5.0% |
| 3M | -25.1% | +6.2% | -31.3% | -26.2% |
| 6M | -22.3% | +12.6% | -34.9% | -24.8% |
| YTD | -18.5% | -0.2% | -18.3% | -18.5% |
| 1Y | -21.8% | +4.1% | -25.9% | -23.2% |
| All | -20.0% | +51.5% | -71.5% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling