+267.9%
MCD vs PFGC
+465.8%
-197.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.2% |
| 7D | +7.1% | +8.5% | -1.4% | +5.4% |
| 30D | +19.8% | +15.0% | +4.8% | +16.5% |
| 3M | +0.8% | -6.2% | +7.0% | +1.9% |
| 6M | -1.3% | +15.7% | -17.1% | -4.2% |
| YTD | -7.8% | +19.6% | -27.3% | -11.4% |
| 1Y | -5.0% | +13.2% | -18.1% | -7.8% |
| 3Y | +10.5% | +77.0% | -66.4% | -2.4% |
| 5Y | +22.0% | +121.5% | -99.5% | +1.0% |
| 10Y | +216.7% | +354.5% | -137.9% | +116.3% |
| All | +267.9% | +465.8% | -197.9% | +149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling