+206.1%
MLM vs PFG
+244.0%
-37.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.9% |
| 7D | -2.9% | +5.5% | -8.4% | -5.8% |
| 30D | -6.8% | +2.4% | -9.2% | -8.2% |
| 3M | -11.2% | +13.6% | -24.8% | -17.3% |
| 6M | -21.8% | +27.9% | -49.7% | -31.6% |
| YTD | -17.0% | +35.6% | -52.5% | -29.7% |
| 1Y | -16.4% | +48.5% | -64.8% | -32.7% |
| 3Y | +14.5% | +66.9% | -52.4% | -15.3% |
| 5Y | +41.7% | +111.0% | -69.2% | -9.3% |
| All | +206.1% | +244.0% | -37.9% | +20.9% |
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