-61.8%
MARA vs PFGC
+419.1%
-480.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +6.0% | -2.2% | +8.2% | +7.1% |
| 30D | +0.6% | -11.9% | +12.6% | +6.4% |
| 3M | -18.5% | +5.0% | -23.5% | -21.3% |
| 6M | +21.7% | +8.6% | +13.1% | +16.1% |
| YTD | +25.9% | +9.7% | +16.3% | +19.4% |
| 1Y | -25.1% | -6.3% | -18.9% | -23.8% |
| 3Y | -5.7% | +58.2% | -64.0% | -22.6% |
| 5Y | -73.9% | +110.4% | -184.4% | -80.2% |
| 10Y | -75.6% | +272.8% | -348.4% | -85.5% |
| All | -61.8% | +419.1% | -480.9% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling