+54.2%
PCG vs MKTX
-61.3%
+115.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.2% | -4.2% |
| 7D | +6.5% | +0.3% | +6.2% | +6.4% |
| 30D | -16.7% | +1.0% | -17.7% | -16.8% |
| 3M | -14.2% | +40.8% | -55.0% | -17.8% |
| 6M | -21.5% | -10.9% | -10.6% | -20.4% |
| YTD | -11.2% | -8.6% | -2.6% | -10.3% |
| 1Y | -4.2% | -11.6% | +7.4% | -2.9% |
| 3Y | -14.9% | -24.5% | +9.7% | -13.6% |
| 5Y | +54.2% | -60.7% | +115.0% | +56.4% |
| All | +54.2% | -61.3% | +115.6% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling