+514.9%
MKSI vs PFG
+251.1%
+263.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.4% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | -12.8% | +2.9% | -15.7% | -14.7% |
| 3M | -22.5% | +6.7% | -29.2% | -26.8% |
| 6M | +19.4% | +33.8% | -14.4% | -3.2% |
| YTD | +67.7% | +35.0% | +32.8% | +34.6% |
| 1Y | +131.4% | +46.4% | +85.0% | +76.0% |
| 3Y | +197.3% | +71.7% | +125.7% | +107.0% |
| 5Y | +87.0% | +113.7% | -26.7% | +13.2% |
| All | +514.9% | +251.1% | +263.9% | +159.2% |
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