-76.3%
PCG vs MDB
+823.0%
-899.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.2% | +6.0% | -0.7% |
| 7D | 0.0% | -20.9% | +20.9% | +1.8% |
| 30D | +5.8% | -15.6% | +21.4% | +7.0% |
| 3M | -22.8% | -19.1% | -3.7% | -22.0% |
| 6M | -18.4% | +14.2% | -32.6% | -20.5% |
| YTD | -16.9% | -27.4% | +10.6% | -16.4% |
| 1Y | -17.6% | -13.0% | -4.6% | -18.8% |
| 3Y | -20.0% | -11.2% | -8.7% | -24.2% |
| 5Y | +16.0% | -45.2% | +61.2% | +9.2% |
| All | -76.3% | +823.0% | -899.3% | -82.0% |
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