-76.0%
PCG vs MTSI
+514.0%
-590.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.0% | +1.9% |
| 7D | -13.9% | +1.4% | -15.2% | -14.0% |
| 30D | -16.9% | +2.1% | -18.9% | -17.5% |
| 3M | -14.7% | -29.7% | +15.0% | -10.7% |
| 6M | -23.8% | +12.5% | -36.4% | -27.3% |
| YTD | -10.5% | +57.0% | -67.5% | -20.2% |
| 1Y | -5.1% | +103.9% | -109.0% | -20.1% |
| 3Y | -11.6% | +223.6% | -235.2% | -34.6% |
| 5Y | +59.0% | +321.6% | -262.5% | +8.2% |
| All | -76.0% | +514.0% | -590.0% | -87.2% |
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