+20.4%
PCG vs MDY
+2,662.7%
-2,642.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -13.9% | +0.1% | -14.0% | -13.9% |
| 30D | -16.9% | -1.5% | -15.4% | -16.2% |
| 3M | -14.7% | +0.8% | -15.5% | -15.2% |
| 6M | -23.8% | +7.4% | -31.2% | -26.9% |
| YTD | -10.5% | +15.2% | -25.7% | -17.4% |
| 1Y | -5.1% | +16.5% | -21.7% | -13.1% |
| 3Y | -11.6% | +46.8% | -58.4% | -29.4% |
| 5Y | +59.0% | +46.0% | +13.0% | +26.5% |
| 10Y | -75.7% | +172.1% | -247.8% | -85.8% |
| All | +20.4% | +2,662.7% | -2,642.3% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling