+37.2%
PCG vs MCO
+7,930.1%
-7,892.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.1% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +0.8% | +9.8% | -9.1% | -1.3% |
| 3M | -23.8% | +4.3% | -28.1% | -24.5% |
| 6M | -19.6% | +16.5% | -36.1% | -22.4% |
| YTD | -16.7% | +0.1% | -16.9% | -17.4% |
| 1Y | -19.4% | +4.4% | -23.8% | -20.8% |
| 3Y | -18.3% | +51.6% | -69.9% | -26.3% |
| 5Y | +10.4% | +36.7% | -26.3% | +0.7% |
| 10Y | -76.1% | +455.7% | -531.8% | -83.0% |
| All | +37.2% | +7,930.1% | -7,892.9% | -33.3% |
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