+438.9%
MCO vs PFGC
+403.3%
+35.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -3.1% | -3.7% | +0.6% | -2.4% |
| 30D | -0.5% | -16.0% | +15.4% | +3.2% |
| 3M | +5.7% | -4.1% | +9.8% | +6.5% |
| 6M | +3.0% | +8.7% | -5.7% | +0.8% |
| YTD | -6.5% | +6.4% | -12.8% | -8.3% |
| 1Y | -5.8% | -8.4% | +2.6% | -4.7% |
| 3Y | +43.1% | +61.8% | -18.6% | +27.9% |
| 5Y | +29.5% | +108.7% | -79.2% | +8.5% |
| 10Y | +388.8% | +298.1% | +90.7% | +255.7% |
| All | +438.9% | +403.3% | +35.6% | +275.6% |
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