-76.5%
PCG vs MTB
+113.8%
-190.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -2.7% | +0.8% | -3.5% | -3.0% |
| 3M | -25.1% | -12.8% | -12.3% | -21.9% |
| 6M | -22.3% | +6.7% | -29.0% | -23.9% |
| YTD | -18.5% | +11.3% | -29.8% | -21.4% |
| 1Y | -21.8% | +20.2% | -42.0% | -26.5% |
| 3Y | -21.0% | +103.8% | -124.8% | -38.1% |
| 5Y | +8.1% | +60.9% | -52.8% | -11.0% |
| All | -76.5% | +113.8% | -190.3% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling