+54.2%
PCG vs MCO
+29.3%
+25.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.8% |
| 7D | +6.5% | -3.1% | +9.6% | +7.5% |
| 30D | -16.7% | -0.5% | -16.2% | -16.5% |
| 3M | -14.2% | +5.7% | -19.9% | -15.7% |
| 6M | -21.5% | +3.0% | -24.5% | -22.4% |
| YTD | -11.2% | -6.5% | -4.7% | -10.0% |
| 1Y | -4.2% | -5.8% | +1.6% | -3.3% |
| 3Y | -14.9% | +43.1% | -58.0% | -26.7% |
| 5Y | +54.2% | +29.5% | +24.8% | +30.4% |
| All | +54.2% | +29.3% | +25.0% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling