-34.6%
MP vs PFGC
+12.5%
-47.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +13.5% | -18.6% | -6.2% |
| 7D | -12.5% | +13.9% | -26.4% | -13.6% |
| 30D | -23.3% | +18.4% | -41.7% | -24.8% |
| 3M | -24.4% | -2.5% | -21.8% | -23.7% |
| 6M | -45.8% | +26.0% | -71.8% | -50.3% |
| YTD | -28.9% | +21.9% | -50.8% | -33.1% |
| 1Y | -34.6% | +13.4% | -48.0% | -36.2% |
| All | -34.6% | +12.5% | -47.1% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling