+127.0%
MP vs PFGC
+77.4%
+49.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.5% |
| 7D | -10.5% | +8.5% | -19.0% | -13.1% |
| 30D | -23.5% | +15.0% | -38.5% | -27.3% |
| 3M | -25.4% | -6.2% | -19.3% | -23.9% |
| 6M | -51.3% | +15.7% | -67.0% | -54.9% |
| YTD | -29.9% | +19.6% | -49.5% | -36.6% |
| 1Y | -31.8% | +13.2% | -45.0% | -36.8% |
| 3Y | +127.0% | +77.0% | +50.0% | +61.5% |
| All | +127.0% | +77.4% | +49.6% | +61.5% |
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