Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MCO vs PFGC✓SelectedUSD · PFGCMCO vs PFGC performance historyLatest closeAs of-1.39%09/09
Stock and ETF performance explorer

MCO vs PFGC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+438.9%
PFGC return
+403.3%
Excess return
+35.6%
Maximum drawdown
-42.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPFGCExcessAlpha
1D-1.4%-1.2%-0.2%-1.1%
7D-3.1%-3.7%+0.6%-2.4%
30D-0.5%-16.0%+15.4%+3.2%
3M+5.7%-4.1%+9.8%+6.5%
6M+3.0%+8.7%-5.7%+0.8%
YTD-6.5%+6.4%-12.8%-8.3%
1Y-5.8%-8.4%+2.6%-4.7%
3Y+43.1%+61.8%-18.6%+27.9%
5Y+29.5%+108.7%-79.2%+8.5%
10Y+388.8%+298.1%+90.7%+255.7%
All+438.9%+403.3%+35.6%+275.6%

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