+105.7%
PCG vs MTB
+8,294.1%
-8,188.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -13.9% | +1.7% | -15.6% | -14.1% |
| 30D | -16.9% | -4.2% | -12.7% | -16.0% |
| 3M | -14.7% | +8.9% | -23.6% | -16.3% |
| 6M | -23.8% | +10.9% | -34.7% | -25.6% |
| YTD | -10.5% | +21.5% | -32.0% | -14.4% |
| 1Y | -5.1% | +21.9% | -27.0% | -9.5% |
| 3Y | -11.6% | +109.2% | -120.9% | -26.1% |
| 5Y | +59.0% | +102.0% | -43.0% | +31.8% |
| 10Y | -75.7% | +171.9% | -247.7% | -81.7% |
| All | +105.7% | +8,294.1% | -8,188.4% | +13.0% |
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