+424.9%
MAR vs PFG
+247.4%
+177.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.2% |
| 7D | -2.1% | -3.0% | +0.9% | -0.3% |
| 30D | -5.7% | +2.5% | -8.1% | -7.3% |
| 3M | -14.6% | +6.1% | -20.7% | -18.1% |
| 6M | +1.3% | +31.3% | -29.9% | -14.6% |
| YTD | +6.7% | +33.6% | -26.9% | -11.5% |
| 1Y | +26.4% | +48.5% | -22.1% | -2.2% |
| 3Y | +64.7% | +69.6% | -4.9% | +15.3% |
| 5Y | +153.1% | +111.5% | +41.6% | +49.9% |
| All | +424.9% | +247.4% | +177.5% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling