+42.8%
PCG vs MCK
+345.1%
-302.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -3.5% | -2.9% | -0.6% | -2.9% |
| 30D | -20.6% | +0.4% | -21.0% | -20.7% |
| 3M | -17.6% | +12.1% | -29.7% | -19.8% |
| 6M | -23.5% | -5.4% | -18.0% | -22.8% |
| YTD | -13.6% | +7.8% | -21.4% | -15.7% |
| 1Y | -11.3% | +22.9% | -34.3% | -16.5% |
| 3Y | -16.9% | +110.7% | -127.6% | -35.0% |
| All | +42.8% | +345.1% | -302.3% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling