+1,135.3%
MPC vs PFG
+189.4%
+945.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +4.2% |
| 7D | +2.6% | -2.2% | +4.8% | +4.3% |
| 30D | -12.2% | +6.4% | -18.6% | -16.6% |
| 3M | +20.1% | +2.2% | +17.8% | +16.9% |
| 6M | +60.6% | +16.3% | +44.3% | +41.1% |
| YTD | +150.6% | +33.2% | +117.3% | +96.9% |
| 1Y | +104.7% | +40.6% | +64.0% | +54.0% |
| 3Y | +194.5% | +83.3% | +111.1% | +76.2% |
| 5Y | +582.3% | +97.7% | +484.5% | +263.6% |
| 10Y | +1,135.3% | +189.9% | +945.4% | +340.5% |
| All | +1,135.3% | +189.4% | +945.9% | +340.5% |
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