+184.8%
MPC vs PFG
+86.4%
+98.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -8.8% | +3.0% | -11.8% | -10.1% |
| 30D | -14.4% | +8.2% | -22.5% | -17.6% |
| 3M | +21.9% | +2.7% | +19.3% | +20.0% |
| 6M | +60.1% | +17.2% | +42.9% | +46.6% |
| YTD | +142.3% | +34.8% | +107.6% | +104.1% |
| 1Y | +101.7% | +43.6% | +58.1% | +63.4% |
| 3Y | +184.8% | +85.4% | +99.3% | +96.3% |
| All | +184.8% | +86.4% | +98.3% | +96.3% |
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