+498.8%
MAR vs PFGC
+351.0%
+147.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +1.6% | +3.4% | -1.8% | +0.4% |
| 30D | +13.8% | +16.9% | -3.1% | +7.4% |
| 3M | +20.3% | +6.4% | +13.9% | +17.1% |
| 6M | +21.3% | +16.0% | +5.3% | +14.3% |
| YTD | +37.2% | +23.6% | +13.6% | +25.4% |
| 1Y | +48.4% | +16.6% | +31.8% | +38.4% |
| 3Y | +120.1% | +82.3% | +37.8% | +74.1% |
| 5Y | +182.1% | +138.7% | +43.4% | +100.4% |
| All | +498.8% | +351.0% | +147.8% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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