+254.1%
MP vs PFGC
+312.8%
-58.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.7% |
| 7D | -10.5% | +8.5% | -19.0% | -14.1% |
| 30D | -23.5% | +15.0% | -38.5% | -28.4% |
| 3M | -25.4% | -6.2% | -19.3% | -24.1% |
| 6M | -51.3% | +15.7% | -67.0% | -55.2% |
| YTD | -29.9% | +19.6% | -49.5% | -36.9% |
| 1Y | -31.8% | +13.2% | -45.0% | -37.2% |
| 3Y | +127.0% | +77.0% | +50.0% | +68.6% |
| 5Y | -3.3% | +121.5% | -124.7% | -35.6% |
| All | +254.1% | +312.8% | -58.7% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling