+47.5%
PCG vs MCO
+7,698.6%
-7,651.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.6% | +2.9% |
| 7D | -13.9% | -4.2% | -9.7% | -13.0% |
| 30D | -16.9% | +2.2% | -19.1% | -17.2% |
| 3M | -14.7% | +10.1% | -24.9% | -16.5% |
| 6M | -23.8% | +5.3% | -29.1% | -24.8% |
| YTD | -10.5% | -2.7% | -7.8% | -10.6% |
| 1Y | -5.1% | -0.4% | -4.7% | -5.8% |
| 3Y | -11.6% | +49.0% | -60.6% | -19.9% |
| 5Y | +59.0% | +33.6% | +25.4% | +45.8% |
| 10Y | -75.7% | +395.3% | -471.1% | -82.3% |
| All | +47.5% | +7,698.6% | -7,651.1% | -27.8% |
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