-6.1%
MP vs PFGC
+122.2%
-128.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -3.6% | +15.0% | -18.6% | -10.5% |
| 30D | -21.0% | +17.0% | -38.0% | -27.4% |
| 3M | -33.3% | -2.5% | -30.8% | -33.0% |
| 6M | -45.9% | +19.2% | -65.1% | -51.9% |
| YTD | -27.8% | +23.4% | -51.3% | -37.6% |
| 1Y | -43.2% | +13.9% | -57.0% | -48.7% |
| 3Y | +144.0% | +82.0% | +62.0% | +62.1% |
| 5Y | -6.1% | +128.7% | -134.8% | -48.0% |
| All | -6.1% | +122.2% | -128.3% | -48.0% |
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 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