-30.7%
PCG vs MSTU
-92.2%
+61.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.0% | +7.2% | +2.2% |
| 7D | +2.2% | -25.8% | +28.0% | +2.5% |
| 30D | +0.8% | -43.9% | +44.6% | +1.4% |
| 3M | -23.8% | +2.9% | -26.7% | -24.3% |
| 6M | -19.6% | -75.5% | +55.9% | -18.4% |
| YTD | -16.7% | -76.7% | +60.0% | -16.3% |
| 1Y | -19.4% | -88.9% | +69.6% | -17.6% |
| All | -30.7% | -92.2% | +61.5% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling