+14.1%
PCG vs MTB
+63.3%
-49.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -1.6% | -1.3% | -0.2% | -1.2% |
| 30D | +1.4% | +0.5% | +0.9% | +1.2% |
| 3M | -23.4% | -12.4% | -11.0% | -20.7% |
| 6M | -19.4% | +1.5% | -20.9% | -19.7% |
| YTD | -18.5% | +10.3% | -28.8% | -20.7% |
| 1Y | -19.5% | +22.2% | -41.7% | -23.9% |
| 3Y | -21.0% | +96.9% | -117.9% | -34.9% |
| All | +14.1% | +63.3% | -49.2% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling