+699.1%
MAS vs PFG
+1,021.3%
-322.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.1% | +1.5% | +3.9% |
| 7D | +14.2% | +4.9% | +9.3% | +11.9% |
| 30D | +26.8% | +5.7% | +21.2% | +23.9% |
| 3M | +13.1% | +2.6% | +10.6% | +11.7% |
| 6M | +27.9% | +19.8% | +8.1% | +17.7% |
| YTD | +38.7% | +36.3% | +2.4% | +20.5% |
| 1Y | +40.4% | +47.9% | -7.5% | +17.7% |
| 3Y | +66.1% | +82.0% | -15.9% | +26.6% |
| 5Y | +47.4% | +104.5% | -57.0% | +5.8% |
| 10Y | +238.3% | +219.8% | +18.6% | +83.7% |
| All | +699.1% | +1,021.3% | -322.2% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling