+61.8%
PCG vs MKC
-33.2%
+95.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +4.0% | +3.7% |
| 7D | +5.4% | -4.3% | +9.8% | +6.6% |
| 30D | -15.1% | -2.0% | -13.1% | -14.7% |
| 3M | -9.8% | +10.0% | -19.8% | -12.1% |
| 6M | -18.0% | -18.5% | +0.5% | -13.9% |
| YTD | -7.2% | -22.4% | +15.2% | -1.5% |
| 1Y | +2.9% | -23.6% | +26.5% | +9.5% |
| 3Y | -11.1% | -30.4% | +19.3% | -3.6% |
| 5Y | +61.8% | -34.2% | +96.0% | +61.8% |
| All | +61.8% | -33.2% | +95.0% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling