-19.4%
PCG vs MP
+104.2%
-123.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.8% | -1.2% |
| 7D | 0.0% | -19.0% | +19.0% | +0.3% |
| 30D | +5.8% | -30.5% | +36.3% | +6.4% |
| 3M | -22.8% | -29.6% | +6.8% | -22.3% |
| 6M | -18.4% | -50.4% | +32.0% | -17.6% |
| YTD | -16.9% | -33.2% | +16.4% | -16.8% |
| 1Y | -17.6% | -38.6% | +21.0% | -17.5% |
| All | -19.4% | +104.2% | -123.6% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling