+57.1%
MKC vs PFGC
+419.1%
-362.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -5.9% | -2.2% | -3.7% | -5.7% |
| 30D | -0.9% | -11.9% | +11.1% | 0.0% |
| 3M | +12.7% | +5.0% | +7.7% | +12.4% |
| 6M | -19.3% | +8.6% | -27.9% | -19.8% |
| YTD | -22.2% | +9.7% | -31.8% | -22.7% |
| 1Y | -23.3% | -6.3% | -17.0% | -23.2% |
| 3Y | -30.0% | +58.2% | -88.2% | -32.1% |
| 5Y | -33.8% | +110.4% | -144.2% | -36.9% |
| 10Y | +24.4% | +272.8% | -248.3% | +23.5% |
| All | +57.1% | +419.1% | -362.0% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling