+237.4%
MP vs PFGC
+321.2%
-83.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.1% |
| 7D | -19.0% | +12.5% | -31.4% | -23.3% |
| 30D | -30.5% | +17.0% | -47.4% | -35.3% |
| 3M | -29.6% | -2.1% | -27.5% | -29.6% |
| 6M | -50.4% | +25.9% | -76.3% | -56.0% |
| YTD | -33.2% | +22.0% | -55.2% | -40.3% |
| 1Y | -38.6% | +14.8% | -53.4% | -43.7% |
| 3Y | +105.5% | +80.8% | +24.6% | +51.4% |
| 5Y | -7.8% | +126.0% | -133.8% | -39.0% |
| All | +237.4% | +321.2% | -83.8% | +86.6% |
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