+554.8%
MA vs PFG
+203.0%
+351.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.6% | -1.5% |
| 7D | -0.3% | +2.3% | -2.6% | -1.5% |
| 30D | +11.3% | +7.6% | +3.7% | +7.3% |
| 3M | +16.7% | +2.5% | +14.1% | +14.9% |
| 6M | +32.8% | +16.6% | +16.2% | +22.4% |
| YTD | +15.6% | +34.1% | -18.4% | -0.9% |
| 1Y | +19.6% | +44.1% | -24.5% | -1.2% |
| 3Y | +72.1% | +86.3% | -14.2% | +22.2% |
| 5Y | +96.0% | +101.6% | -5.5% | +30.3% |
| 10Y | +554.8% | +197.9% | +356.9% | +207.5% |
| All | +554.8% | +203.0% | +351.8% | +207.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling