-26.4%
MKC vs PFGC
+15.6%
-42.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -3.0% | +3.4% | -6.4% | -4.0% |
| 30D | +4.8% | +16.9% | -12.1% | -0.1% |
| 3M | -12.8% | +6.4% | -19.2% | -15.0% |
| 6M | +5.0% | +16.0% | -11.0% | +0.6% |
| YTD | -29.1% | +23.6% | -52.7% | -34.9% |
| 1Y | -26.4% | +16.6% | -43.0% | -30.8% |
| All | -26.4% | +15.6% | -42.0% | -30.8% |
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 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