+49.7%
PCG vs MCK
+6,898.6%
-6,848.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.5% | -4.3% |
| 7D | +6.5% | -3.6% | +10.0% | +7.1% |
| 30D | -16.7% | +1.4% | -18.2% | -17.0% |
| 3M | -14.2% | +13.8% | -28.0% | -16.3% |
| 6M | -21.5% | -5.2% | -16.3% | -21.0% |
| YTD | -11.2% | +9.0% | -20.2% | -13.1% |
| 1Y | -4.2% | +26.9% | -31.1% | -8.9% |
| 3Y | -14.9% | +114.7% | -129.6% | -27.1% |
| 5Y | +54.2% | +347.1% | -292.9% | +15.6% |
| 10Y | -75.3% | +446.4% | -521.7% | -82.6% |
| All | +49.7% | +6,898.6% | -6,848.9% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling