-16.0%
PCG vs MKC
-18.2%
+2.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -0.1% |
| 7D | +1.9% | +9.6% | -7.7% | +0.3% |
| 30D | +8.5% | +12.0% | -3.5% | +6.2% |
| 3M | -22.9% | -2.0% | -20.9% | -22.3% |
| 6M | -16.8% | +7.2% | -24.0% | -17.7% |
| YTD | -15.8% | -23.7% | +8.0% | -10.4% |
| 1Y | -16.0% | -18.3% | +2.3% | -10.9% |
| All | -16.0% | -18.2% | +2.2% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling