+598.9%
MAR vs PFGC
+485.3%
+113.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +1.0% | +1.5% | -0.5% | +0.5% |
| 30D | +16.2% | +17.4% | -1.2% | +9.6% |
| 3M | +23.1% | -2.4% | +25.5% | +23.3% |
| 6M | +22.0% | +18.2% | +3.7% | +14.3% |
| YTD | +39.2% | +23.7% | +15.5% | +27.5% |
| 1Y | +48.3% | +15.0% | +33.3% | +39.2% |
| 3Y | +123.4% | +82.3% | +41.0% | +77.9% |
| 5Y | +185.4% | +131.9% | +53.4% | +106.6% |
| 10Y | +539.2% | +353.0% | +186.2% | +272.4% |
| All | +598.9% | +485.3% | +113.5% | +279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling