+185.4%
MAR vs PFGC
+129.7%
+55.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.0% | +1.5% | -0.5% | +0.3% |
| 30D | +16.2% | +17.4% | -1.2% | +7.6% |
| 3M | +23.1% | -2.4% | +25.5% | +23.6% |
| 6M | +22.0% | +18.2% | +3.7% | +11.8% |
| YTD | +39.2% | +23.7% | +15.5% | +23.3% |
| 1Y | +48.3% | +15.0% | +33.3% | +36.0% |
| 3Y | +123.4% | +82.3% | +41.0% | +60.4% |
| 5Y | +185.4% | +131.9% | +53.4% | +76.6% |
| All | +185.4% | +129.7% | +55.7% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling