-21.6%
MKC vs PFGC
+82.6%
-104.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | -3.0% | +3.4% | -6.4% | -3.8% |
| 30D | +4.8% | +16.9% | -12.1% | +0.7% |
| 3M | -12.8% | +6.4% | -19.2% | -14.5% |
| 6M | +5.0% | +16.0% | -11.0% | +1.1% |
| YTD | -29.1% | +23.6% | -52.7% | -33.0% |
| 1Y | -26.4% | +16.6% | -43.0% | -29.6% |
| 3Y | -21.6% | +82.3% | -103.9% | -31.8% |
| All | -21.6% | +82.6% | -104.2% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling