+554.8%
MA vs PFGC
+360.0%
+194.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.6% |
| 7D | -0.3% | +10.8% | -11.2% | -3.2% |
| 30D | +11.3% | +17.8% | -6.5% | +6.4% |
| 3M | +16.7% | -2.7% | +19.4% | +17.1% |
| 6M | +32.8% | +20.0% | +12.8% | +26.0% |
| YTD | +15.6% | +24.3% | -8.7% | +7.8% |
| 1Y | +19.6% | +13.2% | +6.4% | +14.3% |
| 3Y | +72.1% | +85.9% | -13.8% | +42.5% |
| 5Y | +96.0% | +141.0% | -45.0% | +49.1% |
| 10Y | +554.8% | +370.6% | +184.2% | +339.1% |
| All | +554.8% | +360.0% | +194.8% | +339.1% |
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