-16.0%
PCG vs MPC
+122.9%
-138.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.1% | +8.9% | +0.6% |
| 7D | +1.9% | -10.9% | +12.8% | +1.7% |
| 30D | +8.5% | -9.4% | +17.9% | +8.3% |
| 3M | -22.9% | +26.0% | -48.8% | -22.3% |
| 6M | -16.8% | +56.5% | -73.3% | -16.0% |
| YTD | -15.8% | +144.3% | -160.0% | -17.6% |
| 1Y | -16.0% | +117.2% | -133.2% | -17.2% |
| All | -16.0% | +122.9% | -138.9% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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