-13.8%
PCG vs MKC
-30.0%
+16.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | -13.9% | -5.9% | -8.0% | -12.5% |
| 30D | -16.9% | -0.9% | -16.0% | -16.6% |
| 3M | -14.7% | +12.7% | -27.5% | -17.2% |
| 6M | -23.8% | -19.3% | -4.5% | -19.8% |
| YTD | -10.5% | -22.2% | +11.7% | -5.1% |
| 1Y | -5.1% | -23.3% | +18.2% | +0.9% |
| All | -13.8% | -30.0% | +16.2% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling