+64.6%
MAR vs PFGC
+63.1%
+1.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.6% |
| 7D | -1.7% | -2.4% | +0.7% | -0.8% |
| 30D | -6.9% | -15.8% | +8.9% | -0.8% |
| 3M | -15.8% | -0.6% | -15.2% | -16.1% |
| 6M | +1.9% | +10.7% | -8.7% | -2.8% |
| YTD | +6.6% | +7.6% | -1.0% | +1.5% |
| 1Y | +23.7% | -7.8% | +31.5% | +26.2% |
| 3Y | +64.6% | +63.7% | +0.9% | +33.1% |
| All | +64.6% | +63.1% | +1.5% | +33.1% |
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