-15.1%
MP vs PFG
+91.4%
-106.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +6.2% |
| 7D | -10.5% | -0.6% | -9.9% | -10.4% |
| 30D | -23.5% | +2.0% | -25.5% | -24.9% |
| 3M | -25.4% | -3.2% | -22.3% | -24.6% |
| 6M | -51.3% | +10.9% | -62.2% | -56.4% |
| YTD | -29.9% | +28.8% | -58.8% | -45.2% |
| 1Y | -31.8% | +39.2% | -71.0% | -50.2% |
| 3Y | +127.0% | +75.0% | +51.9% | +27.9% |
| All | -15.1% | +91.4% | -106.5% | -55.3% |
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