-76.0%
PCG vs MSI
+664.3%
-740.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.2% | +3.2% | -1.1% | +0.7% |
| 30D | +0.8% | +17.6% | -16.8% | -6.5% |
| 3M | -23.8% | +14.5% | -38.3% | -28.5% |
| 6M | -19.6% | +34.3% | -53.9% | -30.4% |
| YTD | -16.7% | +39.7% | -56.5% | -29.9% |
| 1Y | -19.4% | +40.2% | -59.5% | -32.2% |
| 3Y | -18.3% | +77.1% | -95.5% | -40.3% |
| 5Y | +10.4% | +124.0% | -113.6% | -30.0% |
| All | -76.0% | +664.3% | -740.3% | -89.5% |
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