+53.3%
PCG vs MKSI
+81.7%
-28.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | +0.5% | +4.9% | -4.4% | +0.1% |
| 30D | -18.9% | -11.0% | -7.9% | -18.2% |
| 3M | -15.8% | -17.1% | +1.2% | -15.4% |
| 6M | -22.6% | +16.4% | -39.0% | -25.1% |
| YTD | -12.2% | +64.3% | -76.5% | -18.4% |
| 1Y | -7.1% | +137.7% | -144.8% | -17.7% |
| 3Y | -15.8% | +189.1% | -204.9% | -30.6% |
| 5Y | +53.3% | +83.1% | -29.8% | +38.0% |
| All | +53.3% | +81.7% | -28.3% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling