-14.6%
PCG vs MRSH
-4.9%
-9.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.2% | -3.7% |
| 7D | +6.5% | -5.9% | +12.3% | +8.3% |
| 30D | -16.7% | -7.3% | -9.4% | -14.8% |
| 3M | -14.2% | +7.4% | -21.6% | -16.3% |
| 6M | -21.5% | -0.7% | -20.8% | -21.6% |
| YTD | -11.2% | -3.2% | -8.0% | -10.7% |
| 1Y | -4.2% | -10.6% | +6.4% | -0.6% |
| All | -14.6% | -4.9% | -9.7% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling