-25.6%
PCG vs MSTU
-85.2%
+59.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.5% |
| 7D | -13.9% | +21.3% | -35.2% | -14.2% |
| 30D | -16.9% | +90.8% | -107.7% | -17.8% |
| 3M | -14.7% | -6.8% | -8.0% | -15.0% |
| 6M | -23.8% | -39.8% | +16.0% | -23.7% |
| YTD | -10.5% | -55.7% | +45.2% | -10.5% |
| 1Y | -5.1% | -92.7% | +87.6% | -1.1% |
| All | -25.6% | -85.2% | +59.6% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling