+26.2%
MAR vs PFG
+51.4%
-25.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.6% |
| 7D | -4.2% | +5.5% | -9.7% | -5.6% |
| 30D | -6.7% | +2.4% | -9.0% | -7.3% |
| 3M | -12.5% | +13.6% | -26.1% | -16.1% |
| 6M | +0.6% | +27.9% | -27.3% | -7.6% |
| YTD | +9.1% | +35.6% | -26.4% | -1.4% |
| 1Y | +26.2% | +48.5% | -22.3% | +12.4% |
| All | +26.2% | +51.4% | -25.2% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling