+1,171.8%
MPC vs PFG
+184.0%
+987.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +11.2% | +2.4% | +8.9% | +9.3% |
| 30D | -14.5% | +5.9% | -20.4% | -18.5% |
| 3M | +16.7% | -0.4% | +17.1% | +15.7% |
| 6M | +67.6% | +14.8% | +52.7% | +48.5% |
| YTD | +157.9% | +31.9% | +126.0% | +104.0% |
| 1Y | +116.7% | +38.8% | +77.8% | +64.6% |
| 3Y | +199.8% | +82.4% | +117.4% | +79.9% |
| 5Y | +604.4% | +94.7% | +509.7% | +279.7% |
| All | +1,171.8% | +184.0% | +987.8% | +356.8% |
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