+87.3%
PCG vs MTB
+7,521.0%
-7,433.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -1.6% | -1.3% | -0.2% | -1.3% |
| 30D | +1.4% | +0.5% | +0.9% | +1.3% |
| 3M | -23.4% | -12.4% | -11.0% | -21.1% |
| 6M | -19.4% | +1.5% | -20.9% | -19.7% |
| YTD | -18.5% | +10.3% | -28.8% | -20.4% |
| 1Y | -19.5% | +22.2% | -41.7% | -23.3% |
| 3Y | -21.0% | +96.9% | -117.9% | -33.0% |
| 5Y | +13.7% | +64.3% | -50.6% | -1.3% |
| 10Y | -77.2% | +137.8% | -215.0% | -82.3% |
| All | +87.3% | +7,521.0% | -7,433.6% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling