-14.5%
PCG vs MKSI
+2,206.8%
-2,221.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.4% |
| 7D | +5.4% | +7.7% | -2.3% | +4.4% |
| 30D | -15.1% | -12.9% | -2.3% | -13.7% |
| 3M | -9.8% | -14.8% | +5.0% | -9.1% |
| 6M | -18.0% | +26.6% | -44.7% | -21.9% |
| YTD | -7.2% | +66.6% | -73.8% | -15.2% |
| 1Y | +2.9% | +144.6% | -141.7% | -11.3% |
| 3Y | -11.1% | +193.1% | -204.2% | -28.0% |
| 5Y | +61.8% | +88.6% | -26.8% | +35.8% |
| 10Y | -75.2% | +490.9% | -566.0% | -82.3% |
| All | -14.5% | +2,206.8% | -2,221.4% | -53.0% |
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