+2,621.4%
MCK vs PFG
+998.8%
+1,622.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -4.4% | -3.0% | -1.4% | -3.7% |
| 30D | -2.2% | +2.5% | -4.7% | -2.9% |
| 3M | +11.6% | +6.1% | +5.5% | +9.8% |
| 6M | -4.9% | +31.3% | -36.2% | -11.2% |
| YTD | +7.7% | +33.6% | -25.8% | 0.0% |
| 1Y | +25.2% | +48.5% | -23.3% | +13.2% |
| 3Y | +112.1% | +69.6% | +42.5% | +82.6% |
| 5Y | +345.8% | +111.5% | +234.4% | +257.6% |
| 10Y | +439.7% | +244.2% | +195.6% | +269.6% |
| All | +2,621.4% | +998.8% | +1,622.5% | +1,120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling