+287.6%
MP vs PFGC
+326.9%
-39.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.1% |
| 7D | +9.5% | +3.4% | +6.0% | +8.1% |
| 30D | -3.0% | +16.9% | -19.9% | -9.6% |
| 3M | -30.4% | +6.4% | -36.8% | -32.6% |
| 6M | -39.2% | +16.0% | -55.2% | -44.0% |
| YTD | -23.3% | +23.6% | -46.9% | -31.8% |
| 1Y | -32.6% | +16.6% | -49.2% | -38.7% |
| 3Y | +159.3% | +82.3% | +77.0% | +90.5% |
| 5Y | -16.4% | +138.7% | -155.2% | -45.5% |
| All | +287.6% | +326.9% | -39.3% | +113.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling