+215.9%
MAS vs PFGC
+347.9%
-132.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.5% |
| 7D | +2.0% | +8.5% | -6.6% | +0.1% |
| 30D | +19.4% | +15.0% | +4.4% | +15.9% |
| 3M | +9.4% | -6.2% | +15.6% | +10.7% |
| 6M | +15.3% | +15.7% | -0.4% | +11.7% |
| YTD | +31.3% | +19.6% | +11.8% | +26.0% |
| 1Y | +34.9% | +13.2% | +21.7% | +30.8% |
| 3Y | +58.6% | +77.0% | -18.4% | +40.7% |
| 5Y | +40.7% | +121.5% | -80.8% | +18.8% |
| All | +215.9% | +347.9% | -132.0% | +141.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling