-69.3%
MARA vs PFG
+109.8%
-179.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.8% |
| 7D | +13.8% | +3.2% | +10.6% | +9.8% |
| 30D | +24.7% | +0.9% | +23.7% | +22.9% |
| 3M | -10.4% | +7.7% | -18.2% | -19.5% |
| 6M | +37.6% | +29.0% | +8.7% | -1.6% |
| YTD | +32.7% | +32.5% | +0.3% | -9.4% |
| 1Y | -25.2% | +47.3% | -72.5% | -56.0% |
| 3Y | +9.3% | +68.2% | -59.0% | -44.3% |
| 5Y | -69.3% | +108.5% | -177.8% | -87.6% |
| All | -69.3% | +109.8% | -179.1% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling