-76.7%
PCG vs MDY
+180.7%
-257.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | -1.1% |
| 7D | -1.1% | +0.7% | -1.7% | -1.7% |
| 30D | +0.1% | +1.3% | -1.2% | -1.1% |
| 3M | -24.4% | -4.1% | -20.4% | -22.1% |
| 6M | -17.7% | +1.0% | -18.6% | -18.7% |
| YTD | -17.4% | +13.3% | -30.7% | -25.8% |
| 1Y | -19.4% | +15.7% | -35.1% | -28.9% |
| 3Y | -18.6% | +59.6% | -78.1% | -46.2% |
| 5Y | +10.2% | +36.3% | -26.1% | -18.1% |
| 10Y | -76.7% | +173.6% | -250.3% | -89.6% |
| All | -76.7% | +180.7% | -257.4% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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