+46.8%
MAR vs PFG
+38.8%
+8.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | +14.3% | +5.0% | +9.4% | +12.6% |
| 3M | +20.0% | +0.1% | +20.0% | +19.8% |
| 6M | +21.7% | +13.8% | +8.0% | +15.0% |
| YTD | +37.7% | +31.2% | +6.5% | +21.5% |
| 1Y | +46.8% | +37.1% | +9.7% | +26.4% |
| All | +46.8% | +38.8% | +8.0% | +26.4% |
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