+34.3%
PCG vs MCO
+7,904.2%
-7,869.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -2.0% | -1.7% | -0.3% | -1.6% |
| 30D | -2.7% | +9.1% | -11.8% | -4.6% |
| 3M | -25.1% | +6.2% | -31.3% | -26.1% |
| 6M | -22.3% | +12.6% | -34.9% | -24.5% |
| YTD | -18.5% | -0.2% | -18.3% | -19.1% |
| 1Y | -21.8% | +4.1% | -25.9% | -23.2% |
| 3Y | -21.0% | +50.6% | -71.7% | -28.6% |
| 5Y | +8.1% | +36.2% | -28.2% | -1.4% |
| 10Y | -76.6% | +453.9% | -530.5% | -83.3% |
| All | +34.3% | +7,904.2% | -7,869.9% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling