+514.9%
MKSI vs PFGC
+292.9%
+222.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +2.7% | -4.8% | +7.4% | +4.2% |
| 30D | -12.8% | -12.5% | -0.3% | -9.2% |
| 3M | -22.5% | -9.7% | -12.8% | -20.7% |
| 6M | +19.4% | +7.0% | +12.4% | +15.7% |
| YTD | +67.7% | +4.5% | +63.3% | +63.2% |
| 1Y | +131.4% | -11.6% | +143.0% | +136.5% |
| 3Y | +197.3% | +58.5% | +138.8% | +157.0% |
| 5Y | +87.0% | +112.6% | -25.6% | +48.8% |
| All | +514.9% | +292.9% | +222.0% | +330.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling