+2.4%
MELI vs PFGC
+110.3%
-107.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.2% |
| 7D | -4.1% | -4.8% | +0.7% | -1.3% |
| 30D | +3.8% | -12.5% | +16.3% | +12.3% |
| 3M | +17.8% | -9.7% | +27.6% | +24.9% |
| 6M | +7.4% | +7.0% | +0.4% | +1.9% |
| YTD | -5.8% | +4.5% | -10.3% | -10.3% |
| 1Y | -18.9% | -11.6% | -7.3% | -14.3% |
| 3Y | +33.3% | +58.5% | -25.2% | -12.1% |
| All | +2.4% | +110.3% | -107.9% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling