-31.3%
MKC vs PFG
+68.9%
-100.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -4.3% | +6.0% | -10.3% | -5.7% |
| 30D | -2.0% | +2.2% | -4.2% | -2.5% |
| 3M | +10.0% | +10.4% | -0.4% | +7.4% |
| 6M | -18.5% | +27.8% | -46.3% | -23.1% |
| YTD | -22.4% | +33.6% | -56.1% | -27.8% |
| 1Y | -23.6% | +49.3% | -72.9% | -31.3% |
| All | -31.3% | +68.9% | -100.2% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling