-32.6%
MP vs PFGC
+15.6%
-48.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.4% |
| 7D | +9.5% | +3.4% | +6.0% | +9.3% |
| 30D | -3.0% | +16.9% | -19.9% | -3.8% |
| 3M | -30.4% | +6.4% | -36.8% | -30.4% |
| 6M | -39.2% | +16.0% | -55.2% | -41.3% |
| YTD | -23.3% | +23.6% | -46.9% | -25.4% |
| 1Y | -32.6% | +16.6% | -49.2% | -36.0% |
| All | -32.6% | +15.6% | -48.2% | -36.0% |
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