-16.0%
PCG vs MKTX
+5.4%
-21.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +1.9% | +0.5% | +1.4% | +1.9% |
| 30D | +8.5% | +1.0% | +7.5% | +8.4% |
| 3M | -22.9% | +2.5% | -25.4% | -23.0% |
| 6M | -16.8% | +8.0% | -24.8% | -15.3% |
| YTD | -15.8% | -7.3% | -8.5% | -10.9% |
| 1Y | -16.0% | +4.7% | -20.6% | -12.9% |
| All | -16.0% | +5.4% | -21.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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