-5.1%
PCG vs MTB
+23.4%
-28.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -13.9% | +1.7% | -15.6% | -14.2% |
| 30D | -16.9% | -4.2% | -12.7% | -16.1% |
| 3M | -14.7% | +8.9% | -23.6% | -16.0% |
| 6M | -23.8% | +10.9% | -34.7% | -25.3% |
| YTD | -10.5% | +21.5% | -32.0% | -13.3% |
| 1Y | -5.1% | +21.9% | -27.0% | -7.8% |
| All | -5.1% | +23.4% | -28.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling