+15,614.6%
MA vs PFG
+291.1%
+15,323.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +2.3% | -0.6% | +2.9% | +2.6% |
| 30D | +14.7% | +2.0% | +12.7% | +13.8% |
| 3M | +13.5% | -3.2% | +16.7% | +14.6% |
| 6M | +33.1% | +10.9% | +22.2% | +27.8% |
| YTD | +15.1% | +28.8% | -13.8% | +4.4% |
| 1Y | +18.7% | +39.2% | -20.4% | +4.7% |
| 3Y | +72.1% | +75.0% | -3.0% | +38.0% |
| 5Y | +92.8% | +91.9% | +0.9% | +47.9% |
| 10Y | +571.6% | +202.3% | +369.3% | +318.3% |
| All | +15,614.6% | +291.1% | +15,323.5% | +7,490.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling