+2.9%
PCG vs MKC
-24.0%
+26.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +4.0% | +3.7% |
| 7D | +5.4% | -4.3% | +9.8% | +6.4% |
| 30D | -15.1% | -2.0% | -13.1% | -14.7% |
| 3M | -9.8% | +10.0% | -19.8% | -11.5% |
| 6M | -18.0% | -18.5% | +0.5% | -13.5% |
| YTD | -7.2% | -22.4% | +15.2% | -1.7% |
| 1Y | +2.9% | -23.6% | +26.5% | +10.6% |
| All | +2.9% | -24.0% | +26.9% | +10.6% |
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