+9.0%
PCG vs MDB
-41.6%
+50.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -0.5% | -1.0% | +0.6% | -0.4% |
| 30D | +0.8% | -14.0% | +14.7% | +1.4% |
| 3M | -22.0% | -20.3% | -1.7% | -21.5% |
| 6M | -17.1% | +10.9% | -27.9% | -18.3% |
| YTD | -16.9% | -20.9% | +4.0% | -16.8% |
| 1Y | -19.1% | -11.2% | -7.9% | -19.8% |
| 3Y | -19.4% | -11.9% | -7.5% | -22.3% |
| 5Y | +9.0% | -40.2% | +49.2% | +0.5% |
| All | +9.0% | -41.6% | +50.6% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling