-76.2%
PCG vs MPC
+1,105.8%
-1,181.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.5% | -8.8% | +8.4% | +1.5% |
| 30D | +0.8% | -14.4% | +15.2% | +4.1% |
| 3M | -22.0% | +21.9% | -44.0% | -26.1% |
| 6M | -17.1% | +60.1% | -77.2% | -26.7% |
| YTD | -16.9% | +142.3% | -159.2% | -34.2% |
| 1Y | -19.1% | +101.7% | -120.8% | -33.0% |
| 3Y | -19.4% | +184.8% | -204.2% | -40.9% |
| 5Y | +9.0% | +564.6% | -555.6% | -38.0% |
| 10Y | -76.2% | +1,098.3% | -1,174.5% | -90.6% |
| All | -76.2% | +1,105.8% | -1,181.9% | -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