-58.7%
MARA vs PFG
+46.8%
-105.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.1% | -8.2% | -5.7% |
| 7D | -6.5% | +4.9% | -11.4% | -8.4% |
| 30D | -38.5% | +5.7% | -44.2% | -40.0% |
| 3M | -41.5% | +2.6% | -44.1% | -42.4% |
| 6M | -41.9% | +19.8% | -61.7% | -46.8% |
| YTD | -23.5% | +36.3% | -59.8% | -33.5% |
| 1Y | -58.7% | +47.9% | -106.5% | -66.1% |
| All | -58.7% | +46.8% | -105.5% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling