+267.3%
MP vs PFG
+243.4%
+23.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.5% |
| 7D | +2.3% | -2.2% | +4.5% | +3.9% |
| 30D | -15.3% | +6.4% | -21.6% | -18.8% |
| 3M | -33.5% | +2.2% | -35.7% | -35.1% |
| 6M | -45.5% | +16.3% | -61.8% | -52.0% |
| YTD | -27.3% | +33.2% | -60.5% | -42.3% |
| 1Y | -40.7% | +40.6% | -81.3% | -54.8% |
| 3Y | +145.9% | +83.3% | +62.5% | +50.6% |
| 5Y | -13.9% | +97.7% | -111.6% | -47.9% |
| All | +267.3% | +243.4% | +23.9% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling