+116.7%
MPC vs PFG
+37.6%
+79.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +11.2% | +2.4% | +8.9% | +11.1% |
| 30D | -14.5% | +5.9% | -20.4% | -14.9% |
| 3M | +16.7% | -0.4% | +17.1% | +17.0% |
| 6M | +67.6% | +14.8% | +52.7% | +64.9% |
| YTD | +157.9% | +31.9% | +126.0% | +143.5% |
| 1Y | +116.7% | +38.8% | +77.8% | +102.5% |
| All | +116.7% | +37.6% | +79.0% | +102.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling