-76.5%
PCG vs MKC
+24.3%
-100.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -2.0% | -7.3% | +5.3% | -0.6% |
| 30D | -2.7% | +4.0% | -6.7% | -3.6% |
| 3M | -25.1% | -11.5% | -13.6% | -23.4% |
| 6M | -22.3% | +1.1% | -23.4% | -22.7% |
| YTD | -18.5% | -29.9% | +11.4% | -13.2% |
| 1Y | -21.8% | -27.0% | +5.2% | -17.5% |
| 3Y | -21.0% | -22.3% | +1.3% | -17.7% |
| 5Y | +8.1% | -36.0% | +44.1% | +15.5% |
| All | -76.5% | +24.3% | -100.8% | -77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling