+154.1%
MAR vs PFGC
+111.7%
+42.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | -0.5% | -3.7% | +3.2% | +1.2% |
| 30D | -4.7% | -16.0% | +11.3% | +2.9% |
| 3M | -15.6% | -4.1% | -11.5% | -14.4% |
| 6M | +1.2% | +8.7% | -7.5% | -3.4% |
| YTD | +7.5% | +6.4% | +1.1% | +2.5% |
| 1Y | +26.6% | -8.4% | +35.0% | +29.4% |
| 3Y | +66.0% | +61.8% | +4.2% | +26.5% |
| 5Y | +154.1% | +108.7% | +45.4% | +63.3% |
| All | +154.1% | +111.7% | +42.4% | +63.3% |
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 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