+123.3%
MAR vs PFGC
+82.7%
+40.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.0% | +1.5% | -0.5% | +0.4% |
| 30D | +16.2% | +17.4% | -1.2% | +9.1% |
| 3M | +23.1% | -2.4% | +25.5% | +23.7% |
| 6M | +22.0% | +18.2% | +3.7% | +13.3% |
| YTD | +39.2% | +23.7% | +15.5% | +25.2% |
| 1Y | +48.3% | +15.0% | +33.3% | +38.0% |
| All | +123.3% | +82.7% | +40.6% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling