+212.3%
MAS vs PFGC
+351.0%
-138.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +3.0% | +3.4% | -0.4% | +2.3% |
| 30D | +22.4% | +16.9% | +5.5% | +18.4% |
| 3M | +14.5% | +6.4% | +8.1% | +12.9% |
| 6M | +27.1% | +16.0% | +11.1% | +23.0% |
| YTD | +35.8% | +23.6% | +12.1% | +29.3% |
| 1Y | +39.4% | +16.6% | +22.8% | +34.4% |
| 3Y | +60.3% | +82.3% | -22.0% | +41.2% |
| 5Y | +39.4% | +138.7% | -99.3% | +16.2% |
| All | +212.3% | +351.0% | -138.7% | +135.3% |
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