-15.0%
MLM vs PFG
+41.5%
-56.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -5.8% | -2.2% | -3.6% | -5.1% |
| 30D | +9.8% | +6.4% | +3.5% | +8.1% |
| 3M | -5.2% | +2.2% | -7.4% | -5.9% |
| 6M | -10.3% | +16.3% | -26.5% | -15.4% |
| YTD | -15.5% | +33.2% | -48.7% | -24.4% |
| 1Y | -15.0% | +40.6% | -55.6% | -25.6% |
| All | -15.0% | +41.5% | -56.6% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling