+9.3%
MCD vs PFGC
+80.6%
-71.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -1.6% | +0.3% | -1.8% | -1.7% |
| 30D | +16.0% | +16.1% | -0.1% | +12.2% |
| 3M | 0.0% | +2.4% | -2.4% | -1.0% |
| 6M | +0.9% | +15.7% | -14.8% | -2.3% |
| YTD | -8.7% | +22.3% | -31.0% | -12.9% |
| 1Y | -8.6% | +13.9% | -22.4% | -11.7% |
| All | +9.3% | +80.6% | -71.3% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling