-16.0%
PCG vs MSFU
-2.2%
-13.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.5% | -12.6% | +1.2% |
| 7D | +1.9% | +8.2% | -6.3% | +2.1% |
| 30D | +8.5% | +10.2% | -1.7% | +8.8% |
| 3M | -22.9% | +22.9% | -45.8% | -22.3% |
| 6M | -16.8% | +63.2% | -79.9% | -15.4% |
| YTD | -15.8% | +11.7% | -27.5% | -15.9% |
| 1Y | -16.0% | -3.5% | -12.5% | -14.7% |
| All | -16.0% | -2.2% | -13.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling