+569.6%
MA vs PFGC
+363.4%
+206.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.8% | +1.5% | -3.3% | -2.2% |
| 30D | +11.0% | +17.4% | -6.4% | +6.2% |
| 3M | +17.9% | -2.4% | +20.3% | +18.2% |
| 6M | +33.2% | +18.2% | +14.9% | +26.8% |
| YTD | +16.5% | +23.7% | -7.2% | +8.8% |
| 1Y | +19.1% | +15.0% | +4.1% | +13.3% |
| 3Y | +70.6% | +82.3% | -11.8% | +41.9% |
| 5Y | +92.1% | +131.9% | -39.8% | +47.5% |
| 10Y | +569.6% | +353.0% | +216.6% | +350.9% |
| All | +569.6% | +363.4% | +206.2% | +350.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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