+105.7%
PCG vs MOS
+155.8%
-50.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.3% |
| 7D | -13.9% | +9.5% | -23.4% | -14.9% |
| 30D | -16.9% | +10.4% | -27.3% | -18.1% |
| 3M | -14.7% | +12.9% | -27.6% | -16.4% |
| 6M | -23.8% | +1.2% | -25.1% | -24.6% |
| YTD | -10.5% | +9.3% | -19.8% | -12.4% |
| 1Y | -5.1% | -18.0% | +12.9% | -3.9% |
| 3Y | -11.6% | -29.0% | +17.4% | -10.3% |
| 5Y | +59.0% | -9.6% | +68.6% | +52.4% |
| 10Y | -75.7% | +6.1% | -81.8% | -78.7% |
| All | +105.7% | +155.8% | -50.1% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling