+14.1%
PCG vs MDB
-44.1%
+58.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.1% |
| 7D | -1.6% | -11.4% | +9.8% | -1.0% |
| 30D | +1.4% | -13.8% | +15.2% | +2.0% |
| 3M | -23.4% | -15.5% | -7.9% | -23.1% |
| 6M | -19.4% | +17.9% | -37.3% | -20.9% |
| YTD | -18.5% | -25.5% | +7.0% | -18.2% |
| 1Y | -19.5% | -12.1% | -7.5% | -20.3% |
| 3Y | -21.0% | -5.9% | -15.1% | -24.4% |
| All | +14.1% | -44.1% | +58.2% | +5.7% |
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