+32.9%
PCG vs MP
+257.7%
-224.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.9% | -2.3% |
| 7D | -1.6% | -10.5% | +8.9% | -0.9% |
| 30D | +1.4% | -23.5% | +24.9% | +3.1% |
| 3M | -23.4% | -25.4% | +2.0% | -22.0% |
| 6M | -19.4% | -51.3% | +31.9% | -15.9% |
| YTD | -18.5% | -29.9% | +11.4% | -17.9% |
| 1Y | -19.5% | -31.8% | +12.3% | -19.1% |
| 3Y | -21.0% | +127.0% | -148.0% | -34.2% |
| 5Y | +13.7% | -3.3% | +17.0% | +1.6% |
| All | +32.9% | +257.7% | -224.8% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling