-76.3%
PCG vs MCK
+442.8%
-519.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -3.5% | -2.9% | -0.6% | -2.8% |
| 30D | -20.6% | +0.4% | -21.0% | -20.7% |
| 3M | -17.6% | +12.1% | -29.7% | -20.2% |
| 6M | -23.5% | -5.4% | -18.0% | -22.7% |
| YTD | -13.6% | +7.8% | -21.4% | -16.1% |
| 1Y | -11.3% | +22.9% | -34.3% | -17.0% |
| 3Y | -16.9% | +110.7% | -127.6% | -34.0% |
| 5Y | +50.8% | +346.2% | -295.4% | -3.7% |
| All | -76.3% | +442.8% | -519.1% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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