+19.3%
MLM vs PFG
+72.1%
-52.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | -4.1% | -0.6% | -3.5% | -3.8% |
| 30D | +8.2% | +2.0% | +6.2% | +7.5% |
| 3M | -3.6% | -3.2% | -0.4% | -2.6% |
| 6M | -15.6% | +10.9% | -26.5% | -19.3% |
| YTD | -16.4% | +28.8% | -45.3% | -25.1% |
| 1Y | -14.3% | +39.2% | -53.5% | -25.6% |
| 3Y | +19.3% | +75.0% | -55.7% | -5.4% |
| All | +19.3% | +72.1% | -52.8% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling