+54.5%
PCG vs MPC
+645.9%
-591.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | -13.9% | +5.4% | -19.3% | -14.6% |
| 30D | -16.9% | +31.0% | -47.8% | -20.7% |
| 3M | -14.7% | +46.0% | -60.8% | -20.4% |
| 6M | -23.8% | +77.3% | -101.1% | -31.7% |
| YTD | -10.5% | +141.9% | -152.4% | -24.9% |
| 1Y | -5.1% | +120.9% | -126.0% | -19.2% |
| 3Y | -11.6% | +182.7% | -194.3% | -31.6% |
| All | +54.5% | +645.9% | -591.5% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling