-20.0%
PCG vs MDB
-9.5%
-10.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -0.9% |
| 7D | -2.2% | +3.0% | -5.2% | -2.1% |
| 30D | -0.5% | -11.3% | +10.9% | -0.8% |
| 3M | -24.0% | -23.0% | -1.0% | -24.6% |
| 6M | -18.6% | +14.8% | -33.4% | -17.0% |
| YTD | -17.7% | -19.4% | +1.8% | -18.1% |
| 1Y | -20.0% | -9.0% | -11.0% | -19.1% |
| All | -20.0% | -9.5% | -10.5% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling