+61.7%
MAS vs PFGC
+81.0%
-19.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | +4.6% | +12.5% | -7.9% | -0.9% |
| 30D | +19.9% | +17.0% | +2.9% | +11.8% |
| 3M | +8.9% | -2.1% | +11.0% | +9.3% |
| 6M | +20.2% | +25.9% | -5.7% | +7.9% |
| YTD | +33.9% | +22.0% | +11.9% | +20.5% |
| 1Y | +34.7% | +14.8% | +19.8% | +24.5% |
| All | +61.7% | +81.0% | -19.3% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling