+1,079.5%
MPC vs PFG
+195.7%
+883.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | 0.0% |
| 7D | -16.2% | -0.6% | -15.5% | -16.1% |
| 30D | -15.7% | +2.0% | -17.7% | -17.5% |
| 3M | +24.9% | -3.2% | +28.1% | +26.4% |
| 6M | +52.7% | +10.9% | +41.7% | +38.8% |
| YTD | +131.9% | +28.8% | +103.0% | +86.6% |
| 1Y | +96.6% | +39.2% | +57.5% | +49.0% |
| 3Y | +163.8% | +75.0% | +88.7% | +63.4% |
| 5Y | +533.1% | +91.9% | +441.2% | +244.5% |
| All | +1,079.5% | +195.7% | +883.7% | +322.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling