+14.1%
PCG vs MKC
-32.7%
+46.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -1.2% |
| 7D | -1.6% | +2.3% | -3.9% | -2.2% |
| 30D | +1.4% | +8.1% | -6.7% | -0.7% |
| 3M | -23.4% | -6.4% | -17.0% | -22.2% |
| 6M | -19.4% | +1.8% | -21.2% | -20.0% |
| YTD | -18.5% | -26.9% | +8.4% | -12.4% |
| 1Y | -19.5% | -21.7% | +2.2% | -15.1% |
| 3Y | -21.0% | -18.7% | -2.3% | -17.6% |
| All | +14.1% | -32.7% | +46.8% | +7.9% |
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 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