-36.0%
MKC vs PFGC
+138.1%
-174.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | -3.0% | +3.4% | -6.4% | -3.6% |
| 30D | +4.8% | +16.9% | -12.1% | +1.7% |
| 3M | -12.8% | +6.4% | -19.2% | -14.0% |
| 6M | +5.0% | +16.0% | -11.0% | +2.1% |
| YTD | -29.1% | +23.6% | -52.7% | -32.0% |
| 1Y | -26.4% | +16.6% | -43.0% | -28.8% |
| 3Y | -21.6% | +82.3% | -103.9% | -29.5% |
| All | -36.0% | +138.1% | -174.1% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling