-68.0%
MARA vs PFGC
+105.5%
-173.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -2.9% |
| 7D | -1.5% | -4.8% | +3.4% | +3.0% |
| 30D | +18.1% | -17.2% | +35.3% | +39.8% |
| 3M | -9.4% | -6.3% | -3.1% | -6.3% |
| 6M | +33.4% | +8.8% | +24.5% | +18.2% |
| YTD | +27.3% | +4.9% | +22.4% | +15.9% |
| 1Y | -27.9% | -9.5% | -18.4% | -24.3% |
| 3Y | +4.8% | +59.6% | -54.8% | -37.4% |
| 5Y | -68.0% | +113.5% | -181.5% | -85.6% |
| All | -68.0% | +105.5% | -173.5% | -85.6% |
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