-10.5%
PCG vs MSFU
+32.9%
-43.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.6% | +2.6% |
| 7D | -13.9% | -5.7% | -8.2% | -13.7% |
| 30D | -16.9% | +4.2% | -21.0% | -16.9% |
| 3M | -14.7% | +27.9% | -42.6% | -15.4% |
| 6M | -23.8% | +37.1% | -60.9% | -24.9% |
| YTD | -10.5% | -7.4% | -3.1% | -9.6% |
| 1Y | -5.1% | -19.6% | +14.5% | -3.1% |
| All | -10.5% | +32.9% | -43.4% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling