+500.9%
MAR vs PFG
+182.5%
+318.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.2% |
| 7D | +1.8% | +0.1% | +1.6% | +1.6% |
| 30D | +14.3% | +5.0% | +9.4% | +10.8% |
| 3M | +20.0% | +0.1% | +20.0% | +19.3% |
| 6M | +21.7% | +13.8% | +8.0% | +11.4% |
| YTD | +37.7% | +31.2% | +6.5% | +14.9% |
| 1Y | +46.8% | +37.1% | +9.7% | +19.2% |
| 3Y | +121.0% | +80.6% | +40.4% | +48.4% |
| 5Y | +183.1% | +93.7% | +89.4% | +76.7% |
| All | +500.9% | +182.5% | +318.4% | +164.9% |
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