-74.5%
PCG vs MDB
+1,017.4%
-1,091.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +2.8% |
| 7D | -13.9% | -17.4% | +3.6% | -12.6% |
| 30D | -16.9% | -2.0% | -14.8% | -17.0% |
| 3M | -14.7% | -3.0% | -11.7% | -15.0% |
| 6M | -23.8% | +48.7% | -72.5% | -27.2% |
| YTD | -10.5% | -12.1% | +1.6% | -11.0% |
| 1Y | -5.1% | +14.5% | -19.6% | -8.3% |
| 3Y | -11.6% | -6.1% | -5.5% | -16.1% |
| 5Y | +59.0% | -27.3% | +86.3% | +45.9% |
| All | -74.5% | +1,017.4% | -1,091.9% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling