+140.5%
MLM vs PFG
+182.5%
-42.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +9.5% | +5.0% | +4.6% | +6.9% |
| 3M | -4.7% | +0.1% | -4.8% | -5.1% |
| 6M | -10.7% | +13.8% | -24.5% | -17.0% |
| YTD | -16.6% | +31.2% | -47.8% | -28.2% |
| 1Y | -15.4% | +37.1% | -52.4% | -28.9% |
| 3Y | +15.9% | +80.6% | -64.7% | -17.6% |
| 5Y | +27.1% | +93.7% | -66.6% | -14.6% |
| All | +140.5% | +182.5% | -42.0% | +8.0% |
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