-19.4%
PCG vs MDB
-9.5%
-10.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.7% |
| 7D | -0.5% | -1.0% | +0.6% | -0.4% |
| 30D | +0.8% | -14.0% | +14.7% | +1.0% |
| 3M | -22.0% | -20.3% | -1.7% | -21.8% |
| 6M | -17.1% | +10.9% | -27.9% | -17.5% |
| YTD | -16.9% | -20.9% | +4.0% | -16.5% |
| 1Y | -19.1% | -11.2% | -7.9% | -19.2% |
| 3Y | -19.4% | -11.9% | -7.5% | -22.5% |
| All | -19.4% | -9.5% | -10.0% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling