+140.2%
MAS vs PFG
+244.0%
-103.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.5% |
| 7D | -0.8% | +5.5% | -6.3% | -3.3% |
| 30D | -5.6% | +2.4% | -7.9% | -6.8% |
| 3M | +4.4% | +13.6% | -9.1% | -2.1% |
| 6M | +7.2% | +27.9% | -20.7% | -4.9% |
| YTD | +16.1% | +35.6% | -19.4% | 0.0% |
| 1Y | +0.1% | +48.5% | -48.4% | -17.6% |
| 3Y | +28.3% | +66.9% | -38.6% | -0.4% |
| 5Y | +30.5% | +111.0% | -80.5% | -9.5% |
| All | +140.2% | +244.0% | -103.9% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling