+584.1%
MA vs PFG
+182.5%
+401.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +7.9% | +5.0% | +3.0% | +5.3% |
| 3M | +16.8% | +0.1% | +16.7% | +16.3% |
| 6M | +31.0% | +13.8% | +17.2% | +22.2% |
| YTD | +15.0% | +31.2% | -16.2% | -0.4% |
| 1Y | +17.0% | +37.1% | -20.0% | -0.9% |
| 3Y | +68.5% | +80.6% | -12.1% | +21.4% |
| 5Y | +85.0% | +93.7% | -8.7% | +25.3% |
| All | +584.1% | +182.5% | +401.6% | +220.1% |
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