-60.8%
PCG vs MTSI
+1,120.6%
-1,181.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +1.9% | -10.7% | +12.6% | +3.4% |
| 30D | +8.5% | -29.0% | +37.5% | +13.1% |
| 3M | -22.9% | -14.7% | -8.2% | -22.1% |
| 6M | -16.8% | -20.1% | +3.3% | -16.1% |
| YTD | -15.8% | +36.1% | -51.9% | -22.2% |
| 1Y | -16.0% | +61.7% | -77.7% | -24.6% |
| 3Y | -18.9% | +210.7% | -229.6% | -36.1% |
| 5Y | +17.4% | +212.8% | -195.4% | -9.6% |
| 10Y | -76.4% | +519.2% | -595.6% | -85.3% |
| All | -60.8% | +1,120.6% | -1,181.4% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling