-19.1%
PCG vs MSI
+36.5%
-55.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.5% | +7.4% | -7.9% | -1.4% |
| 30D | +0.8% | +18.7% | -18.0% | -1.6% |
| 3M | -22.0% | +14.5% | -36.5% | -23.3% |
| 6M | -17.1% | +38.1% | -55.2% | -21.7% |
| YTD | -16.9% | +38.7% | -55.6% | -21.9% |
| 1Y | -19.1% | +35.4% | -54.5% | -26.9% |
| All | -19.1% | +36.5% | -55.6% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling