+427.0%
MCK vs PFGC
+292.9%
+134.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -2.9% | -4.8% | +1.8% | -2.4% |
| 30D | +0.4% | -12.5% | +13.0% | +2.0% |
| 3M | +12.1% | -9.7% | +21.8% | +13.4% |
| 6M | -5.4% | +7.0% | -12.5% | -6.3% |
| YTD | +7.8% | +4.5% | +3.3% | +6.9% |
| 1Y | +22.9% | -11.6% | +34.5% | +24.2% |
| 3Y | +110.7% | +58.5% | +52.2% | +97.7% |
| 5Y | +346.2% | +112.6% | +233.6% | +299.2% |
| All | +427.0% | +292.9% | +134.1% | +375.3% |
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