+42.7%
MKSI vs PFGC
+12.5%
+30.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +13.5% | -18.5% | -4.5% |
| 7D | -10.7% | +13.9% | -24.5% | -10.4% |
| 30D | -30.5% | +18.4% | -48.9% | -30.6% |
| 3M | -39.2% | -2.5% | -36.6% | -38.5% |
| 6M | -33.0% | +26.0% | -59.0% | -37.5% |
| YTD | +22.3% | +21.9% | +0.5% | +18.1% |
| 1Y | +42.7% | +13.4% | +29.3% | +35.8% |
| All | +42.7% | +12.5% | +30.2% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling