+8.4%
PCG vs MKTX
-54.4%
+62.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -0.5% | +0.9% | -1.4% | -0.6% |
| 3M | -24.0% | +2.7% | -26.6% | -24.2% |
| 6M | -18.6% | +15.6% | -34.2% | -20.2% |
| YTD | -17.7% | -7.0% | -10.7% | -17.0% |
| 1Y | -20.0% | -1.2% | -18.8% | -20.0% |
| 3Y | -20.2% | -22.2% | +2.0% | -19.2% |
| 5Y | +8.4% | -53.7% | +62.1% | +14.4% |
| All | +8.4% | -54.4% | +62.7% | +14.4% |
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