-45.2%
MARA vs PFGC
+17.7%
-62.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -2.5% |
| 7D | +10.1% | +3.4% | +6.7% | +11.4% |
| 30D | -15.1% | +16.9% | -32.0% | -9.8% |
| 3M | -24.1% | +6.4% | -30.5% | -23.6% |
| 6M | -45.2% | +16.0% | -61.2% | -44.7% |
| All | -45.2% | +17.7% | -62.8% | -44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling