+307.5%
MAS vs PFGC
+476.7%
-169.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +13.5% | -7.9% | +2.8% |
| 7D | +14.2% | +13.9% | +0.3% | +11.0% |
| 30D | +26.8% | +18.4% | +8.5% | +22.4% |
| 3M | +13.1% | -2.5% | +15.7% | +13.5% |
| 6M | +27.9% | +26.0% | +1.9% | +21.7% |
| YTD | +38.7% | +21.9% | +16.8% | +32.5% |
| 1Y | +40.4% | +13.4% | +27.0% | +36.1% |
| 3Y | +66.1% | +80.7% | -14.6% | +46.9% |
| 5Y | +47.4% | +136.8% | -89.3% | +23.2% |
| 10Y | +238.3% | +363.3% | -125.0% | +148.6% |
| All | +307.5% | +476.7% | -169.2% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling