-19.6%
PCG vs MKC
-23.7%
+4.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -1.1% | -1.9% | +0.9% | -0.7% |
| 30D | +0.1% | +8.0% | -7.9% | -1.4% |
| 3M | -24.4% | -8.6% | -15.8% | -22.8% |
| 6M | -17.7% | +1.1% | -18.7% | -17.7% |
| YTD | -17.4% | -27.7% | +10.3% | -11.5% |
| All | -19.6% | -23.7% | +4.1% | -13.9% |
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