-77.6%
PCG vs MPC
+1,096.9%
-1,174.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -1.6% | -16.2% | +14.6% | +2.3% |
| 30D | +1.4% | -15.7% | +17.1% | +5.0% |
| 3M | -23.4% | +24.9% | -48.3% | -27.8% |
| 6M | -19.4% | +52.7% | -72.0% | -27.9% |
| YTD | -18.5% | +131.9% | -150.3% | -34.7% |
| 1Y | -19.5% | +96.6% | -116.2% | -33.0% |
| 3Y | -21.0% | +163.8% | -184.8% | -40.8% |
| 5Y | +13.7% | +533.1% | -519.4% | -34.3% |
| All | -77.6% | +1,096.9% | -1,174.5% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling