-76.5%
PCG vs MTSI
+498.4%
-574.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -2.0% | +29.1% | -31.1% | -6.3% |
| 30D | -2.7% | -20.4% | +17.7% | 0.0% |
| 3M | -25.1% | -20.9% | -4.2% | -23.4% |
| 6M | -22.3% | -32.3% | +10.0% | -19.6% |
| YTD | -18.5% | +43.5% | -62.0% | -27.4% |
| 1Y | -21.8% | +43.8% | -65.6% | -30.7% |
| 3Y | -21.0% | +218.8% | -239.8% | -42.6% |
| 5Y | +8.1% | +228.3% | -220.3% | -24.3% |
| All | -76.5% | +498.4% | -574.9% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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