-31.5%
PCG vs MSTU
-90.6%
+59.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | -2.2% | -27.7% | +25.5% | -1.9% |
| 30D | -0.5% | -40.3% | +39.8% | +0.1% |
| 3M | -24.0% | +26.4% | -50.4% | -24.7% |
| 6M | -18.6% | -75.7% | +57.1% | -17.3% |
| YTD | -17.7% | -71.9% | +54.2% | -17.4% |
| 1Y | -20.0% | -89.3% | +69.3% | -17.9% |
| All | -31.5% | -90.6% | +59.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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