-77.2%
PCG vs MOS
+8.5%
-85.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.8% |
| 7D | 0.0% | +22.5% | -22.5% | -3.8% |
| 30D | +5.8% | +6.6% | -0.8% | +4.2% |
| 3M | -22.8% | -3.8% | -19.0% | -22.8% |
| 6M | -18.4% | -2.2% | -16.2% | -19.0% |
| YTD | -16.9% | -4.8% | -12.1% | -17.9% |
| 1Y | -17.6% | -11.7% | -5.9% | -17.6% |
| 3Y | -20.0% | -26.5% | +6.5% | -19.2% |
| 5Y | +16.0% | -32.2% | +48.2% | +12.7% |
| All | -77.2% | +8.5% | -85.7% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling