+9.3%
PCG vs MTB
+61.4%
-52.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +2.0% |
| 7D | +2.2% | +1.5% | +0.6% | +1.7% |
| 30D | +0.8% | +2.3% | -1.6% | +0.1% |
| 3M | -23.8% | -12.1% | -11.7% | -21.2% |
| 6M | -19.6% | +9.8% | -29.4% | -21.6% |
| YTD | -16.7% | +12.0% | -28.7% | -19.4% |
| 1Y | -19.4% | +22.0% | -41.4% | -23.7% |
| 3Y | -18.3% | +107.6% | -125.9% | -33.8% |
| All | +9.3% | +61.4% | -52.0% | -5.8% |
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 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