+58.1%
MP vs PFG
+110.8%
-52.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.6% |
| 7D | -2.9% | +5.5% | -8.4% | -7.3% |
| 30D | +13.8% | +2.4% | +11.5% | +11.1% |
| 3M | -16.7% | +13.6% | -30.3% | -26.1% |
| 6M | -11.5% | +27.9% | -39.4% | -29.0% |
| YTD | +7.9% | +35.6% | -27.6% | -18.3% |
| 1Y | -15.0% | +48.5% | -63.5% | -40.9% |
| 3Y | +153.5% | +66.9% | +86.6% | +52.6% |
| All | +58.1% | +110.8% | -52.7% | -24.9% |
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