+26.9%
MKC vs PFG
+247.4%
-220.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | -2.8% | -3.0% | +0.2% | -2.3% |
| 30D | -3.4% | +2.5% | -5.9% | -3.9% |
| 3M | +3.8% | +6.1% | -2.3% | +2.5% |
| 6M | -17.9% | +31.3% | -49.2% | -22.1% |
| YTD | -23.6% | +33.6% | -57.2% | -27.8% |
| 1Y | -23.1% | +48.5% | -71.6% | -28.9% |
| 3Y | -31.5% | +69.6% | -101.1% | -38.6% |
| 5Y | -33.1% | +111.5% | -144.5% | -42.9% |
| All | +26.9% | +247.4% | -220.6% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling