-31.9%
MKC vs PFGC
+61.7%
-93.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -4.3% | -3.7% | -0.6% | -3.4% |
| 30D | -3.1% | -16.0% | +12.9% | +1.3% |
| 3M | +6.8% | -4.1% | +11.0% | +8.0% |
| 6M | -18.3% | +8.7% | -27.0% | -20.1% |
| YTD | -23.1% | +6.4% | -29.4% | -24.7% |
| 1Y | -23.7% | -8.4% | -15.3% | -22.4% |
| All | -31.9% | +61.7% | -93.6% | -45.9% |
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