+6.2%
PCG vs MLM
+3,039.4%
-3,033.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | -0.2% |
| 7D | 0.0% | -1.2% | +1.2% | +0.2% |
| 30D | +5.8% | +7.9% | -2.1% | +4.0% |
| 3M | -22.8% | -4.5% | -18.3% | -22.2% |
| 6M | -18.4% | -12.6% | -5.8% | -16.4% |
| YTD | -16.9% | -14.9% | -2.0% | -14.5% |
| 1Y | -17.6% | -13.1% | -4.6% | -15.7% |
| 3Y | -20.0% | +21.2% | -41.2% | -24.3% |
| 5Y | +16.0% | +32.0% | -16.0% | +6.6% |
| 10Y | -76.7% | +195.3% | -272.0% | -82.2% |
| All | +6.2% | +3,039.4% | -3,033.2% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling