+32.0%
MLM vs PFG
+95.1%
-63.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.8% | -1.3% | -3.4% |
| 7D | -1.2% | -0.7% | -0.5% | -0.9% |
| 30D | +7.9% | +2.8% | +5.1% | +6.6% |
| 3M | -4.5% | -1.0% | -3.4% | -4.3% |
| 6M | -12.6% | +13.6% | -26.2% | -18.3% |
| YTD | -14.9% | +31.1% | -45.9% | -26.1% |
| 1Y | -13.1% | +43.8% | -56.9% | -28.0% |
| 3Y | +21.2% | +75.0% | -53.8% | -11.7% |
| 5Y | +32.0% | +95.2% | -63.2% | -11.7% |
| All | +32.0% | +95.1% | -63.1% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling