-19.4%
PCG vs MKSI
+42.6%
-62.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.2% |
| 7D | +2.2% | +12.2% | -10.0% | +2.0% |
| 30D | +0.8% | -8.0% | +8.8% | +0.8% |
| 3M | -23.8% | -29.5% | +5.7% | -23.8% |
| 6M | -19.6% | -31.9% | +12.3% | -20.5% |
| YTD | -16.7% | +35.3% | -52.0% | -16.2% |
| 1Y | -19.4% | +50.3% | -69.6% | -17.8% |
| All | -19.4% | +42.6% | -62.0% | -17.8% |
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