-16.0%
PCG vs MLM
-11.4%
-4.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.4% |
| 7D | +1.9% | +9.1% | -7.2% | +0.2% |
| 30D | +8.5% | +14.6% | -6.1% | +5.8% |
| 3M | -22.9% | +0.3% | -23.2% | -22.5% |
| 6M | -16.8% | -7.5% | -9.3% | -14.7% |
| YTD | -15.8% | -10.2% | -5.6% | -12.9% |
| 1Y | -16.0% | -10.5% | -5.5% | -13.5% |
| All | -16.0% | -11.4% | -4.6% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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