-32.6%
MKC vs PFG
+107.2%
-139.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -4.3% | +3.2% | -7.5% | -5.0% |
| 30D | -3.1% | +0.9% | -4.1% | -3.4% |
| 3M | +6.8% | +7.7% | -0.9% | +5.1% |
| 6M | -18.3% | +29.0% | -47.3% | -22.5% |
| YTD | -23.1% | +32.5% | -55.5% | -27.6% |
| 1Y | -23.7% | +47.3% | -71.0% | -30.0% |
| 3Y | -31.0% | +68.2% | -99.2% | -39.1% |
| All | -32.6% | +107.2% | -139.8% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling