-76.3%
PCG vs MKTX
+5.0%
-81.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -20.6% | +0.7% | -21.3% | -20.7% |
| 3M | -17.6% | +40.8% | -58.4% | -22.7% |
| 6M | -23.5% | -8.0% | -15.5% | -22.8% |
| YTD | -13.6% | -8.7% | -4.9% | -12.8% |
| 1Y | -11.3% | -11.8% | +0.5% | -10.1% |
| 3Y | -16.9% | -24.0% | +7.1% | -15.4% |
| 5Y | +50.8% | -60.3% | +111.1% | +70.8% |
| All | -76.3% | +5.0% | -81.3% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling