+759.1%
MKSI vs PFGC
+396.6%
+362.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | +4.9% | -4.8% | +9.7% | +6.4% |
| 30D | -11.0% | -17.2% | +6.2% | -5.9% |
| 3M | -17.1% | -6.3% | -10.7% | -16.1% |
| 6M | +16.4% | +8.8% | +7.6% | +12.2% |
| YTD | +64.3% | +4.9% | +59.4% | +59.7% |
| 1Y | +137.7% | -9.5% | +147.2% | +141.2% |
| 3Y | +189.1% | +59.6% | +129.5% | +149.6% |
| 5Y | +83.1% | +113.5% | -30.4% | +45.6% |
| 10Y | +509.4% | +292.8% | +216.6% | +315.9% |
| All | +759.1% | +396.6% | +362.5% | +457.1% |
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