+54.5%
PCG vs MDB
-28.4%
+82.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +2.6% |
| 7D | -13.9% | -17.4% | +3.6% | -13.1% |
| 30D | -16.9% | -2.0% | -14.8% | -16.9% |
| 3M | -14.7% | -3.0% | -11.7% | -14.9% |
| 6M | -23.8% | +48.7% | -72.5% | -26.1% |
| YTD | -10.5% | -12.1% | +1.6% | -10.7% |
| 1Y | -5.1% | +14.5% | -19.6% | -7.2% |
| 3Y | -11.6% | -6.1% | -5.5% | -14.9% |
| All | +54.5% | -28.4% | +82.8% | +43.3% |
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