-5.1%
PCG vs MKSI
+162.5%
-167.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.8% | +2.4% |
| 7D | -13.9% | +1.8% | -15.6% | -13.9% |
| 30D | -16.9% | -16.8% | -0.1% | -16.8% |
| 3M | -14.7% | -21.1% | +6.4% | -15.3% |
| 6M | -23.8% | +10.8% | -34.7% | -25.5% |
| YTD | -10.5% | +63.3% | -73.8% | -13.5% |
| 1Y | -5.1% | +157.0% | -162.1% | -11.0% |
| All | -5.1% | +162.5% | -167.6% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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