+73.1%
MA vs PFG
+110.8%
-37.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.4% |
| 7D | -2.7% | +5.5% | -8.2% | -5.2% |
| 30D | +1.5% | +2.4% | -0.8% | +0.3% |
| 3M | +20.4% | +13.6% | +6.8% | +13.2% |
| 6M | +11.1% | +27.9% | -16.7% | -1.4% |
| YTD | +2.0% | +35.6% | -33.6% | -12.0% |
| 1Y | -2.2% | +48.5% | -50.6% | -19.4% |
| 3Y | +41.9% | +66.9% | -25.0% | +8.4% |
| All | +73.1% | +110.8% | -37.8% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling