-76.4%
PCG vs MSI
+683.5%
-759.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.7% |
| 7D | -2.2% | +7.7% | -9.9% | -5.5% |
| 30D | -0.5% | +19.9% | -20.4% | -8.4% |
| 3M | -24.0% | +14.9% | -38.9% | -28.8% |
| 6M | -18.6% | +37.2% | -55.9% | -30.3% |
| YTD | -17.7% | +40.8% | -58.5% | -30.9% |
| 1Y | -20.0% | +38.1% | -58.1% | -32.3% |
| 3Y | -20.2% | +77.7% | -97.9% | -41.8% |
| 5Y | +8.4% | +129.0% | -120.7% | -32.1% |
| 10Y | -76.4% | +671.3% | -747.7% | -89.7% |
| All | -76.4% | +683.5% | -759.9% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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