-10.9%
MP vs PFGC
+138.1%
-149.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | +9.5% | +3.4% | +6.0% | +7.8% |
| 30D | -3.0% | +16.9% | -19.9% | -11.0% |
| 3M | -30.4% | +6.4% | -36.8% | -33.0% |
| 6M | -39.2% | +16.0% | -55.2% | -45.1% |
| YTD | -23.3% | +23.6% | -46.9% | -33.9% |
| 1Y | -32.6% | +16.6% | -49.2% | -40.2% |
| 3Y | +159.3% | +82.3% | +77.0% | +70.4% |
| All | -10.9% | +138.1% | -149.0% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling