+22.9%
MCK vs PFG
+49.5%
-26.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -2.9% | -0.4% | -2.5% | -2.9% |
| 30D | +0.4% | +2.9% | -2.5% | +0.3% |
| 3M | +12.1% | +6.7% | +5.4% | +11.6% |
| 6M | -5.4% | +33.8% | -39.2% | -6.4% |
| YTD | +7.8% | +35.0% | -27.2% | +6.2% |
| 1Y | +22.9% | +46.4% | -23.5% | +21.0% |
| All | +22.9% | +49.5% | -26.5% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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