-10.5%
PCG vs MP
+154.2%
-164.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.4% |
| 7D | -13.9% | -2.9% | -11.0% | -13.8% |
| 30D | -16.9% | +13.8% | -30.7% | -17.0% |
| 3M | -14.7% | -16.7% | +2.0% | -14.5% |
| 6M | -23.8% | -11.5% | -12.3% | -23.9% |
| YTD | -10.5% | +7.9% | -18.4% | -11.1% |
| 1Y | -5.1% | -15.0% | +9.9% | -5.7% |
| All | -10.5% | +154.2% | -164.7% | -18.9% |
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 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