-21.0%
PCG vs MSI
+77.7%
-98.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -1.6% | +4.7% | -6.3% | -2.7% |
| 30D | +1.4% | +14.8% | -13.4% | -1.9% |
| 3M | -23.4% | +8.8% | -32.2% | -24.9% |
| 6M | -19.4% | +19.3% | -38.7% | -23.1% |
| YTD | -18.5% | +35.3% | -53.8% | -25.3% |
| 1Y | -19.5% | +33.8% | -53.3% | -26.0% |
| 3Y | -21.0% | +74.4% | -95.4% | -36.4% |
| All | -21.0% | +77.7% | -98.7% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling