-21.8%
PCG vs MDY
+13.9%
-35.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.0% | +3.0% | -5.0% | -2.9% |
| 30D | -2.7% | +0.8% | -3.5% | -3.0% |
| 3M | -25.1% | -5.1% | -19.9% | -24.0% |
| 6M | -22.3% | +1.2% | -23.5% | -22.6% |
| YTD | -18.5% | +12.5% | -31.0% | -20.6% |
| 1Y | -21.8% | +13.8% | -35.6% | -24.4% |
| All | -21.8% | +13.9% | -35.8% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling