+3,454.5%
MAR vs PFG
+996.3%
+2,458.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | +1.0% | -2.2% | +3.2% | +1.9% |
| 30D | +16.2% | +6.4% | +9.9% | +13.1% |
| 3M | +23.1% | +2.2% | +20.8% | +21.5% |
| 6M | +22.0% | +16.3% | +5.7% | +13.7% |
| YTD | +39.2% | +33.2% | +5.9% | +22.0% |
| 1Y | +48.3% | +40.6% | +7.6% | +26.9% |
| 3Y | +123.4% | +83.3% | +40.0% | +69.4% |
| 5Y | +185.4% | +97.7% | +87.6% | +107.8% |
| 10Y | +539.2% | +189.9% | +349.3% | +285.9% |
| All | +3,454.5% | +996.3% | +2,458.2% | +1,119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling