+26.9%
MKC vs PFGC
+294.6%
-267.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -2.8% | -4.8% | +2.0% | -2.5% |
| 30D | -3.4% | -17.2% | +13.8% | -2.2% |
| 3M | +3.8% | -6.3% | +10.1% | +4.2% |
| 6M | -17.9% | +8.8% | -26.8% | -18.4% |
| YTD | -23.6% | +4.9% | -28.5% | -23.9% |
| 1Y | -23.1% | -9.5% | -13.6% | -22.7% |
| 3Y | -31.5% | +59.6% | -91.1% | -33.4% |
| 5Y | -33.1% | +113.5% | -146.6% | -35.9% |
| All | +26.9% | +294.6% | -267.8% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling