+61.7%
MAS vs PFG
+75.1%
-13.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.8% | +0.4% | -1.4% |
| 7D | +4.6% | -0.7% | +5.3% | +5.0% |
| 30D | +19.9% | +2.8% | +17.0% | +18.2% |
| 3M | +8.9% | -1.0% | +9.9% | +9.2% |
| 6M | +20.2% | +13.6% | +6.6% | +10.7% |
| YTD | +33.9% | +31.1% | +2.8% | +13.0% |
| 1Y | +34.7% | +43.8% | -9.1% | +7.4% |
| All | +61.7% | +75.1% | -13.3% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling