+237.4%
MP vs PFG
+237.8%
-0.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.8% | -2.2% | -3.5% |
| 7D | -19.0% | -0.7% | -18.2% | -18.7% |
| 30D | -30.5% | +2.8% | -33.3% | -31.8% |
| 3M | -29.6% | -1.0% | -28.6% | -29.8% |
| 6M | -50.4% | +13.6% | -64.0% | -55.6% |
| YTD | -33.2% | +31.1% | -64.3% | -46.4% |
| 1Y | -38.6% | +43.8% | -82.4% | -54.0% |
| 3Y | +105.5% | +75.0% | +30.5% | +30.2% |
| 5Y | -7.8% | +95.2% | -103.1% | -43.7% |
| All | +237.4% | +237.8% | -0.4% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling