-77.6%
PCG vs MSCI
+789.3%
-867.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.3% |
| 7D | -1.6% | +2.8% | -4.4% | -2.5% |
| 30D | +1.4% | +15.4% | -14.0% | -3.1% |
| 3M | -23.4% | +13.4% | -36.8% | -26.5% |
| 6M | -19.4% | +10.9% | -30.3% | -22.7% |
| YTD | -18.5% | +13.0% | -31.5% | -23.0% |
| 1Y | -19.5% | +12.0% | -31.6% | -23.8% |
| 3Y | -21.0% | +34.1% | -55.1% | -31.2% |
| 5Y | +13.7% | +3.9% | +9.8% | +4.9% |
| All | -77.6% | +789.3% | -867.0% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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