-19.4%
PCG vs MPC
+163.4%
-182.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.1% |
| 7D | 0.0% | -12.8% | +12.8% | +0.6% |
| 30D | +5.8% | -12.7% | +18.6% | +6.5% |
| 3M | -22.8% | +27.1% | -49.8% | -24.0% |
| 6M | -18.4% | +45.8% | -64.2% | -20.6% |
| YTD | -16.9% | +134.7% | -151.6% | -22.7% |
| 1Y | -17.6% | +106.0% | -123.7% | -22.5% |
| All | -19.4% | +163.4% | -182.8% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling