-3.9%
MCD vs PFGC
+12.5%
-16.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +13.5% | -7.0% | +2.8% |
| 7D | +11.9% | +13.9% | -2.0% | +7.9% |
| 30D | +20.2% | +18.4% | +1.9% | +15.0% |
| 3M | +5.2% | -2.5% | +7.7% | +4.6% |
| 6M | 0.0% | +26.0% | -26.0% | -5.2% |
| YTD | -6.5% | +21.9% | -28.4% | -11.7% |
| 1Y | -3.9% | +13.4% | -17.3% | -8.0% |
| All | -3.9% | +12.5% | -16.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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