+675.4%
MA vs PFGC
+465.8%
+209.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | +2.3% | +8.5% | -6.2% | 0.0% |
| 30D | +14.7% | +15.0% | -0.3% | +10.4% |
| 3M | +13.5% | -6.2% | +19.7% | +15.0% |
| 6M | +33.1% | +15.7% | +17.4% | +27.6% |
| YTD | +15.1% | +19.6% | -4.5% | +8.6% |
| 1Y | +18.7% | +13.2% | +5.5% | +13.5% |
| 3Y | +72.1% | +77.0% | -4.9% | +45.0% |
| 5Y | +92.8% | +121.5% | -28.7% | +50.8% |
| 10Y | +571.6% | +354.5% | +217.1% | +344.3% |
| All | +675.4% | +465.8% | +209.6% | +393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling