-18.3%
MKC vs PFGC
+12.5%
-30.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +13.5% | -8.1% | +1.3% |
| 7D | +9.6% | +13.9% | -4.3% | +5.2% |
| 30D | +12.0% | +18.4% | -6.3% | +6.5% |
| 3M | -2.0% | -2.5% | +0.5% | -2.2% |
| 6M | +7.2% | +26.0% | -18.8% | +1.0% |
| YTD | -23.7% | +21.9% | -45.6% | -29.3% |
| 1Y | -18.3% | +13.4% | -31.7% | -22.1% |
| All | -18.3% | +12.5% | -30.8% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling