+14.1%
PCG vs MTSI
+183.3%
-169.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.8% | -12.8% | -3.0% |
| 7D | -1.6% | -10.0% | +8.4% | -0.8% |
| 30D | +1.4% | -37.2% | +38.6% | +5.8% |
| 3M | -23.4% | -30.1% | +6.7% | -21.3% |
| 6M | -19.4% | -31.9% | +12.5% | -17.9% |
| YTD | -18.5% | +23.2% | -41.7% | -23.9% |
| 1Y | -19.5% | +26.4% | -45.9% | -25.4% |
| 3Y | -21.0% | +186.2% | -207.1% | -38.8% |
| All | +14.1% | +183.3% | -169.2% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling