+339.0%
MCK vs PFGC
+110.3%
+228.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.5% |
| 6M | -5.4% | +7.0% | -12.5% | -6.2% |
| YTD | +7.8% | +4.5% | +3.3% | +7.1% |
| 1Y | +22.9% | -11.6% | +34.5% | +24.6% |
| 3Y | +110.7% | +58.5% | +52.2% | +96.2% |
| All | +339.0% | +110.3% | +228.7% | +278.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling