+14.3%
PCG vs MLM
+2,961.7%
-2,947.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.2% |
| 7D | -13.9% | -2.9% | -10.9% | -13.3% |
| 30D | -16.9% | -6.8% | -10.0% | -15.6% |
| 3M | -14.7% | -11.2% | -3.5% | -12.7% |
| 6M | -23.8% | -21.8% | -2.0% | -20.0% |
| YTD | -10.5% | -17.0% | +6.5% | -7.3% |
| 1Y | -5.1% | -16.4% | +11.3% | -2.0% |
| 3Y | -11.6% | +14.5% | -26.1% | -15.3% |
| 5Y | +59.0% | +41.7% | +17.3% | +44.2% |
| 10Y | -75.7% | +200.0% | -275.8% | -81.5% |
| All | +14.3% | +2,961.7% | -2,947.4% | -41.3% |
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