-10.5%
PCG vs MSCI
+10.6%
-21.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -13.9% | +0.4% | -14.2% | -13.9% |
| 30D | -16.9% | +0.6% | -17.4% | -17.0% |
| 3M | -14.7% | -7.1% | -7.7% | -13.9% |
| 6M | -23.8% | +0.8% | -24.7% | -24.4% |
| YTD | -10.5% | +1.0% | -11.5% | -11.6% |
| 1Y | -5.1% | +4.3% | -9.4% | -7.2% |
| All | -10.5% | +10.6% | -21.1% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling