+961.1%
MELI vs PFG
+251.1%
+710.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.9% |
| 7D | -4.1% | -0.4% | -3.7% | -3.9% |
| 30D | +3.8% | +2.9% | +0.9% | +2.3% |
| 3M | +17.8% | +6.7% | +11.1% | +14.1% |
| 6M | +7.4% | +33.8% | -26.3% | -5.6% |
| YTD | -5.8% | +35.0% | -40.8% | -17.7% |
| 1Y | -18.9% | +46.4% | -65.3% | -31.7% |
| 3Y | +33.3% | +71.7% | -38.3% | +2.2% |
| 5Y | +2.7% | +113.7% | -111.0% | -26.8% |
| All | +961.1% | +251.1% | +710.0% | +493.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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