-76.3%
PCG vs MDB
+912.7%
-989.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.3% |
| 7D | +2.2% | +6.8% | -4.7% | +1.6% |
| 30D | +0.8% | -6.2% | +7.0% | +1.1% |
| 3M | -23.8% | -29.2% | +5.4% | -22.2% |
| 6M | -19.6% | +10.3% | -29.9% | -21.4% |
| YTD | -16.7% | -20.4% | +3.6% | -16.9% |
| 1Y | -19.4% | -4.8% | -14.6% | -21.1% |
| 3Y | -18.3% | -11.6% | -6.7% | -22.3% |
| 5Y | +10.4% | -41.0% | +51.5% | +3.4% |
| All | -76.3% | +912.7% | -989.0% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling