-24.9%
PCG vs MKSI
+1,824.5%
-1,849.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | -2.0% | +25.3% | -27.2% | -4.9% |
| 30D | -2.7% | -10.5% | +7.8% | -1.7% |
| 3M | -25.1% | -27.7% | +2.7% | -22.4% |
| 6M | -22.3% | -28.8% | +6.5% | -20.4% |
| YTD | -18.5% | +39.0% | -57.5% | -24.2% |
| 1Y | -21.8% | +45.2% | -67.1% | -27.9% |
| 3Y | -21.0% | +218.8% | -239.8% | -37.2% |
| 5Y | +8.1% | +38.1% | -30.0% | -5.9% |
| 10Y | -76.6% | +360.8% | -437.4% | -83.0% |
| All | -24.9% | +1,824.5% | -1,849.4% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling