-10.5%
MLM vs PFGC
+12.5%
-23.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +13.5% | -11.2% | -1.3% |
| 7D | +9.1% | +13.9% | -4.7% | +5.2% |
| 30D | +14.6% | +18.4% | -3.7% | +9.4% |
| 3M | +0.3% | -2.5% | +2.8% | +0.8% |
| 6M | -7.5% | +26.0% | -33.5% | -13.1% |
| YTD | -10.2% | +21.9% | -32.1% | -16.6% |
| 1Y | -10.5% | +13.4% | -23.9% | -15.7% |
| All | -10.5% | +12.5% | -23.0% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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