+91.1%
PCG vs MSI
+4,479.6%
-4,388.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -2.0% |
| 7D | 0.0% | +5.1% | -5.1% | -0.9% |
| 30D | +5.8% | +13.3% | -7.5% | +3.4% |
| 3M | -22.8% | +18.3% | -41.1% | -25.2% |
| 6M | -18.4% | +18.7% | -37.1% | -21.2% |
| YTD | -16.9% | +36.0% | -52.8% | -21.7% |
| 1Y | -17.6% | +32.6% | -50.2% | -22.1% |
| 3Y | -20.0% | +78.3% | -98.3% | -28.4% |
| 5Y | +16.0% | +121.6% | -105.6% | -0.4% |
| 10Y | -76.7% | +689.0% | -765.7% | -83.5% |
| All | +91.1% | +4,479.6% | -4,388.5% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling