+178.1%
MCD vs PFGC
+283.5%
-105.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.8% | -2.2% | -0.6% | -2.4% |
| 30D | -6.0% | -11.9% | +5.9% | -3.7% |
| 3M | -5.6% | +5.0% | -10.6% | -6.6% |
| 6M | -21.9% | +8.6% | -30.4% | -23.3% |
| YTD | -14.7% | +9.7% | -24.4% | -16.7% |
| 1Y | -17.3% | -6.3% | -11.0% | -16.7% |
| 3Y | -2.2% | +58.2% | -60.4% | -12.1% |
| 5Y | +20.3% | +110.4% | -90.1% | -0.1% |
| All | +178.1% | +283.5% | -105.4% | +95.1% |
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