+211.3%
MCD vs PFGC
+360.0%
-148.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +1.0% |
| 7D | +5.9% | +10.8% | -4.9% | +3.7% |
| 30D | +19.6% | +17.8% | +1.8% | +15.7% |
| 3M | +3.3% | -2.7% | +6.0% | +3.6% |
| 6M | +3.5% | +20.0% | -16.5% | -0.4% |
| YTD | -6.1% | +24.3% | -30.4% | -10.6% |
| 1Y | -3.7% | +13.2% | -16.9% | -6.6% |
| 3Y | +13.4% | +85.9% | -72.6% | -1.3% |
| 5Y | +25.2% | +141.0% | -115.9% | +1.3% |
| 10Y | +211.3% | +370.6% | -159.4% | +113.6% |
| All | +211.3% | +360.0% | -148.7% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling