+105.7%
PCG vs MKC
+3,376.8%
-3,271.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | -13.9% | -5.9% | -8.0% | -12.7% |
| 30D | -16.9% | -0.9% | -16.0% | -16.7% |
| 3M | -14.7% | +12.7% | -27.5% | -17.0% |
| 6M | -23.8% | -19.3% | -4.5% | -20.7% |
| YTD | -10.5% | -22.2% | +11.7% | -6.2% |
| 1Y | -5.1% | -23.3% | +18.2% | -0.4% |
| 3Y | -11.6% | -30.0% | +18.4% | -6.1% |
| 5Y | +59.0% | -33.8% | +92.8% | +69.3% |
| 10Y | -75.7% | +24.4% | -100.2% | -77.7% |
| All | +105.7% | +3,376.8% | -3,271.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling