+67.0%
MAR vs PFG
+67.4%
-0.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | -0.5% | +3.2% | -3.7% | -2.2% |
| 30D | -4.7% | +0.9% | -5.6% | -5.3% |
| 3M | -15.6% | +7.7% | -23.3% | -19.1% |
| 6M | +1.2% | +29.0% | -27.7% | -11.7% |
| YTD | +7.5% | +32.5% | -25.0% | -8.1% |
| 1Y | +26.6% | +47.3% | -20.7% | +1.7% |
| All | +67.0% | +67.4% | -0.4% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling