+505.6%
MA vs PFG
+239.4%
+266.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | -1.8% | +6.0% | -7.8% | -4.7% |
| 30D | +1.4% | +2.2% | -0.8% | +0.1% |
| 3M | +17.7% | +10.4% | +7.4% | +11.7% |
| 6M | +9.7% | +27.8% | -18.1% | -3.4% |
| YTD | +0.5% | +33.6% | -33.2% | -13.6% |
| 1Y | -2.1% | +49.3% | -51.4% | -20.6% |
| 3Y | +40.1% | +69.7% | -29.6% | +4.2% |
| 5Y | +67.5% | +111.3% | -43.8% | +8.7% |
| 10Y | +505.6% | +240.3% | +265.3% | +157.6% |
| All | +505.6% | +239.4% | +266.2% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PFG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling