-27.9%
MARA vs PFG
+49.2%
-77.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.5% |
| 7D | -1.5% | -3.0% | +1.5% | 0.0% |
| 30D | +18.1% | +2.5% | +15.6% | +16.4% |
| 3M | -9.4% | +6.1% | -15.5% | -12.3% |
| 6M | +33.4% | +31.3% | +2.1% | +13.5% |
| YTD | +27.3% | +33.6% | -6.3% | +7.7% |
| 1Y | -27.9% | +48.5% | -76.5% | -41.1% |
| All | -27.9% | +49.2% | -77.1% | -41.1% |
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