+16.0%
PCG vs MPC
+551.6%
-535.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.7% |
| 7D | 0.0% | -12.8% | +12.8% | +2.0% |
| 30D | +5.8% | -12.7% | +18.6% | +7.8% |
| 3M | -22.8% | +27.1% | -49.8% | -26.1% |
| 6M | -18.4% | +45.8% | -64.2% | -24.0% |
| YTD | -16.9% | +134.7% | -151.6% | -29.7% |
| 1Y | -17.6% | +106.0% | -123.7% | -28.7% |
| 3Y | -20.0% | +165.5% | -185.5% | -36.9% |
| 5Y | +16.0% | +540.9% | -524.9% | -31.2% |
| All | +16.0% | +551.6% | -535.6% | -31.2% |
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 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