+601.4%
MPC vs PFG
+95.0%
+506.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.2% |
| 7D | +9.4% | +0.1% | +9.3% | +9.3% |
| 30D | -13.4% | +5.0% | -18.4% | -15.9% |
| 3M | +18.9% | +0.1% | +18.8% | +18.0% |
| 6M | +64.9% | +13.8% | +51.1% | +52.2% |
| YTD | +156.8% | +31.2% | +125.6% | +117.5% |
| 1Y | +113.2% | +37.1% | +76.1% | +75.9% |
| 3Y | +201.8% | +80.6% | +121.2% | +110.5% |
| 5Y | +601.4% | +93.7% | +507.7% | +338.2% |
| All | +601.4% | +95.0% | +506.4% | +338.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling