+18.4%
PCG vs MSFU
+72.2%
-53.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +6.0% | +3.7% |
| 7D | +5.4% | -3.2% | +8.6% | +5.6% |
| 30D | -15.1% | -3.1% | -12.0% | -15.0% |
| 3M | -9.8% | +35.3% | -45.1% | -11.4% |
| 6M | -18.0% | +31.6% | -49.6% | -19.7% |
| YTD | -7.2% | -9.5% | +2.3% | -6.6% |
| 1Y | +2.9% | -18.4% | +21.3% | +4.5% |
| 3Y | -11.1% | +26.9% | -38.0% | -16.6% |
| All | +18.4% | +72.2% | -53.8% | +9.1% |
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