+17.0%
PG vs MCO
+9.9%
+7.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.6% | +2.6% |
| 7D | +5.7% | +10.7% | -5.0% | +4.4% |
| 30D | +15.4% | +17.9% | -2.5% | +13.3% |
| 3M | +13.8% | +9.5% | +4.3% | +12.4% |
| 6M | +18.3% | +18.1% | +0.3% | +16.7% |
| YTD | +20.1% | +4.1% | +16.0% | +18.5% |
| 1Y | +17.0% | +9.3% | +7.7% | +12.2% |
| All | +17.0% | +9.9% | +7.1% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling