-75.2%
PCG vs MKC
+26.1%
-101.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +4.0% | +3.7% |
| 7D | +5.4% | -4.3% | +9.8% | +6.3% |
| 30D | -15.1% | -2.0% | -13.1% | -14.8% |
| 3M | -9.8% | +10.0% | -19.8% | -11.6% |
| 6M | -18.0% | -18.5% | +0.5% | -14.9% |
| YTD | -7.2% | -22.4% | +15.2% | -2.9% |
| 1Y | +2.9% | -23.6% | +26.5% | +7.9% |
| 3Y | -11.1% | -30.4% | +19.3% | -5.7% |
| 5Y | +61.8% | -34.2% | +96.0% | +71.8% |
| 10Y | -75.2% | +26.8% | -102.0% | -75.9% |
| All | -75.2% | +26.1% | -101.2% | -75.9% |
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 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