-14.6%
PCG vs MKSI
+191.6%
-206.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.2% | -4.3% |
| 7D | +6.5% | +6.6% | -0.2% | +6.1% |
| 30D | -16.7% | -8.2% | -8.5% | -16.4% |
| 3M | -14.2% | -16.4% | +2.2% | -14.0% |
| 6M | -21.5% | +23.0% | -44.4% | -23.7% |
| YTD | -11.2% | +68.2% | -79.4% | -16.0% |
| 1Y | -4.2% | +148.6% | -152.8% | -12.7% |
| All | -14.6% | +191.6% | -206.2% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling