-16.2%
PCG vs MDLN
+14.2%
-30.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -0.8% |
| 7D | -2.0% | +0.6% | -2.5% | -2.0% |
| 30D | -2.7% | +12.0% | -14.7% | -3.1% |
| 3M | -25.1% | +12.6% | -37.7% | -25.4% |
| 6M | -22.3% | +3.7% | -26.0% | -22.3% |
| YTD | -18.5% | -4.8% | -13.7% | -17.5% |
| All | -16.2% | +14.2% | -30.4% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling