+105.7%
PCG vs MSI
+4,035.2%
-3,929.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | -13.9% | -3.7% | -10.2% | -13.3% |
| 30D | -16.9% | +6.8% | -23.7% | -17.9% |
| 3M | -14.7% | +14.3% | -29.0% | -16.9% |
| 6M | -23.8% | -1.6% | -22.2% | -23.9% |
| YTD | -10.5% | +22.8% | -33.3% | -14.1% |
| 1Y | -5.1% | -1.1% | -4.0% | -5.4% |
| 3Y | -11.6% | +70.5% | -82.1% | -20.3% |
| 5Y | +59.0% | +102.8% | -43.8% | +38.8% |
| 10Y | -75.7% | +597.4% | -673.2% | -82.4% |
| All | +105.7% | +4,035.2% | -3,929.5% | -1.7% |
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 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