-9.7%
PCG vs MDLN
-7.5%
-2.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.7% | -1.0% |
| 7D | +0.5% | -11.5% | +12.0% | +0.8% |
| 30D | -18.9% | -7.6% | -11.3% | -18.7% |
| 3M | -15.8% | -11.4% | -4.5% | -15.4% |
| 6M | -22.6% | -24.5% | +1.9% | -22.0% |
| YTD | -12.2% | -22.9% | +10.7% | -10.5% |
| All | -9.7% | -7.5% | -2.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 10y: compounded portfolio wealth divided by compounded MDLN 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…
10y analysis · Full analysis span regression · 6 months rolling