-16.0%
PCG vs MP
-35.7%
+19.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +5.9% | +0.8% |
| 7D | +1.9% | -12.5% | +14.4% | +1.8% |
| 30D | +8.5% | -23.3% | +31.8% | +8.2% |
| 3M | -22.9% | -24.4% | +1.5% | -22.8% |
| 6M | -16.8% | -45.8% | +29.0% | -17.4% |
| YTD | -15.8% | -28.9% | +13.1% | -16.2% |
| 1Y | -16.0% | -34.6% | +18.6% | -16.9% |
| All | -16.0% | -35.7% | +19.7% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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