+159.3%
MP vs PFGC
+82.6%
+76.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.2% |
| 7D | +9.5% | +3.4% | +6.0% | +8.4% |
| 30D | -3.0% | +16.9% | -19.9% | -8.1% |
| 3M | -30.4% | +6.4% | -36.8% | -31.8% |
| 6M | -39.2% | +16.0% | -55.2% | -43.5% |
| YTD | -23.3% | +23.6% | -46.9% | -31.3% |
| 1Y | -32.6% | +16.6% | -49.2% | -38.1% |
| 3Y | +159.3% | +82.3% | +77.0% | +88.5% |
| All | +159.3% | +82.6% | +76.7% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling