+277.4%
MLM vs PFGC
+477.3%
-199.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -1.2% | +12.5% | -13.7% | -4.9% |
| 30D | +7.9% | +17.0% | -9.0% | +2.7% |
| 3M | -4.5% | -2.1% | -2.4% | -4.3% |
| 6M | -12.6% | +25.9% | -38.5% | -19.0% |
| YTD | -14.9% | +22.0% | -36.8% | -20.7% |
| 1Y | -13.1% | +14.8% | -27.9% | -17.6% |
| 3Y | +21.2% | +80.8% | -59.6% | -0.8% |
| 5Y | +32.0% | +126.0% | -94.0% | -1.1% |
| 10Y | +195.3% | +363.8% | -168.4% | +71.3% |
| All | +277.4% | +477.3% | -199.8% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling