-33.5%
MKC vs PFGC
+111.7%
-145.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -4.3% | -3.7% | -0.6% | -3.7% |
| 30D | -3.1% | -16.0% | +12.9% | -0.2% |
| 3M | +6.8% | -4.1% | +11.0% | +7.6% |
| 6M | -18.3% | +8.7% | -27.0% | -19.5% |
| YTD | -23.1% | +6.4% | -29.4% | -24.1% |
| 1Y | -23.7% | -8.4% | -15.3% | -22.9% |
| 3Y | -31.0% | +61.8% | -92.8% | -36.4% |
| 5Y | -33.5% | +108.7% | -142.2% | -40.2% |
| All | -33.5% | +111.7% | -145.2% | -40.2% |
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