-75.9%
PCG vs MRSH
+219.5%
-295.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | +0.5% | -5.9% | +6.4% | +4.2% |
| 30D | -18.9% | -7.3% | -11.6% | -15.1% |
| 3M | -15.8% | +6.7% | -22.5% | -19.7% |
| 6M | -22.6% | +3.0% | -25.5% | -25.2% |
| YTD | -12.2% | -2.9% | -9.3% | -12.5% |
| 1Y | -7.1% | -9.0% | +1.9% | -3.8% |
| 3Y | -15.8% | -4.3% | -11.5% | -17.2% |
| 5Y | +53.3% | +19.4% | +33.9% | +24.9% |
| All | -75.9% | +219.5% | -295.4% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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