+5.5%
PCG vs MSFU
+103.9%
-98.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.1% | +1.0% |
| 7D | -1.1% | +14.6% | -15.6% | -1.8% |
| 30D | +0.1% | +2.1% | -2.0% | -0.1% |
| 3M | -24.4% | +14.7% | -39.1% | -25.0% |
| 6M | -17.7% | +55.7% | -73.3% | -20.0% |
| YTD | -17.4% | +7.1% | -24.5% | -17.6% |
| 1Y | -19.4% | -0.5% | -18.9% | -19.0% |
| 3Y | -18.6% | +35.7% | -54.3% | -23.3% |
| All | +5.5% | +103.9% | -98.4% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling