+12.6%
PG vs MPC
+687.9%
-675.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -3.4% | +3.2% | -6.6% | -3.4% |
| 30D | -2.6% | +25.0% | -27.6% | -2.5% |
| 3M | -3.3% | +55.2% | -58.5% | -3.1% |
| 6M | -6.7% | +86.4% | -93.1% | -6.7% |
| YTD | +1.7% | +148.5% | -146.7% | +1.0% |
| 1Y | -7.9% | +121.7% | -129.6% | -8.3% |
| 3Y | +0.9% | +172.9% | -171.9% | -1.0% |
| 5Y | +12.6% | +679.9% | -667.3% | +5.7% |
| All | +12.6% | +687.9% | -675.3% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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