-77.2%
PCG vs MTSI
+395.1%
-472.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -18.4% | +17.1% | +1.7% |
| 7D | 0.0% | -24.6% | +24.6% | +4.3% |
| 30D | +5.8% | -45.7% | +51.6% | +16.1% |
| 3M | -22.8% | -27.7% | +5.0% | -19.9% |
| 6M | -18.4% | -37.3% | +18.9% | -14.7% |
| YTD | -16.9% | +11.1% | -28.0% | -22.6% |
| 1Y | -17.6% | +27.2% | -44.8% | -25.6% |
| 3Y | -20.0% | +153.7% | -173.6% | -39.4% |
| 5Y | +16.0% | +159.0% | -143.0% | -15.1% |
| All | -77.2% | +395.1% | -472.2% | -87.3% |
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