+11.9%
PCG vs MDY
+2,608.4%
-2,596.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +0.8% | +1.0% | -0.2% | +0.2% |
| 3M | -22.0% | -4.1% | -17.9% | -20.3% |
| 6M | -17.1% | +0.6% | -17.7% | -17.6% |
| YTD | -16.9% | +12.9% | -29.8% | -22.5% |
| 1Y | -19.1% | +14.6% | -33.7% | -25.3% |
| 3Y | -19.4% | +57.1% | -76.5% | -38.0% |
| 5Y | +9.0% | +37.1% | -28.1% | -10.3% |
| 10Y | -76.2% | +171.5% | -247.7% | -86.0% |
| All | +11.9% | +2,608.4% | -2,596.5% | -71.5% |
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