+668.9%
MKC vs PFG
+1,015.3%
-346.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.7% |
| 7D | -5.9% | +5.5% | -11.4% | -6.6% |
| 30D | -0.9% | +2.4% | -3.2% | -1.3% |
| 3M | +12.7% | +13.6% | -0.9% | +10.6% |
| 6M | -19.3% | +27.9% | -47.2% | -22.1% |
| YTD | -22.2% | +35.6% | -57.7% | -25.6% |
| 1Y | -23.3% | +48.5% | -71.8% | -27.8% |
| 3Y | -30.0% | +66.9% | -96.9% | -35.4% |
| 5Y | -33.8% | +111.0% | -144.7% | -41.3% |
| 10Y | +24.4% | +244.5% | -220.1% | -0.8% |
| All | +668.9% | +1,015.3% | -346.4% | +393.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling