+222.1%
MAS vs PFGC
+357.0%
-134.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | +4.6% | +12.5% | -7.9% | +1.9% |
| 30D | +19.9% | +17.0% | +2.9% | +15.9% |
| 3M | +8.9% | -2.1% | +11.0% | +9.2% |
| 6M | +20.2% | +25.9% | -5.7% | +14.3% |
| YTD | +33.9% | +22.0% | +11.9% | +27.9% |
| 1Y | +34.7% | +14.8% | +19.8% | +30.2% |
| 3Y | +60.4% | +80.8% | -20.5% | +41.6% |
| 5Y | +43.5% | +126.0% | -82.5% | +20.6% |
| All | +222.1% | +357.0% | -134.9% | +145.2% |
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