+27.4%
MAR vs PFG
+48.0%
-20.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -0.5% | +3.2% | -3.7% | -1.4% |
| 30D | -4.7% | +0.9% | -5.6% | -5.0% |
| 3M | -15.6% | +7.7% | -23.3% | -17.7% |
| 6M | +1.2% | +29.0% | -27.7% | -6.8% |
| YTD | +7.5% | +32.5% | -25.0% | -2.1% |
| All | +27.4% | +48.0% | -20.6% | +14.4% |
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