-27.9%
PCG vs MKTX
+1,446.2%
-1,474.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.9% | +0.4% | -14.3% | -13.9% |
| 30D | -16.9% | +1.1% | -17.9% | -17.0% |
| 3M | -14.7% | +36.1% | -50.8% | -18.3% |
| 6M | -23.8% | -12.9% | -10.9% | -23.0% |
| YTD | -10.5% | -8.5% | -2.0% | -10.1% |
| 1Y | -5.1% | -7.5% | +2.4% | -4.9% |
| 3Y | -11.6% | -28.3% | +16.7% | -9.9% |
| 5Y | +59.0% | -63.3% | +122.3% | +73.3% |
| 10Y | -75.7% | +4.5% | -80.2% | -76.8% |
| All | -27.9% | +1,446.2% | -1,474.1% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling