+17.0%
MA vs PFG
+38.8%
-21.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +7.9% | +5.0% | +3.0% | +6.0% |
| 3M | +16.8% | +0.1% | +16.7% | +16.7% |
| 6M | +31.0% | +13.8% | +17.2% | +23.5% |
| YTD | +15.0% | +31.2% | -16.2% | +1.3% |
| 1Y | +17.0% | +37.1% | -20.0% | +0.1% |
| All | +17.0% | +38.8% | -21.8% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling