+180.6%
MPC vs PFG
+67.7%
+113.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +1.0% |
| 7D | +5.4% | +5.5% | -0.1% | +2.7% |
| 30D | +31.0% | +2.4% | +28.6% | +29.4% |
| 3M | +46.0% | +13.6% | +32.4% | +36.8% |
| 6M | +77.3% | +27.9% | +49.4% | +55.6% |
| YTD | +141.9% | +35.6% | +106.4% | +105.1% |
| 1Y | +120.9% | +48.5% | +72.5% | +77.3% |
| All | +180.6% | +67.7% | +113.0% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling