+3,005.7%
MPC vs PFG
+553.5%
+2,452.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.8% | -0.1% | -1.3% |
| 7D | -12.8% | -0.7% | -12.0% | -12.7% |
| 30D | -12.7% | +2.8% | -15.6% | -15.0% |
| 3M | +27.1% | -1.0% | +28.1% | +26.6% |
| 6M | +45.8% | +13.6% | +32.2% | +30.9% |
| YTD | +134.7% | +31.1% | +103.6% | +88.8% |
| 1Y | +106.0% | +43.8% | +62.2% | +54.9% |
| 3Y | +165.5% | +75.0% | +90.5% | +69.4% |
| 5Y | +540.9% | +95.2% | +445.7% | +261.2% |
| 10Y | +1,133.6% | +207.5% | +926.1% | +383.5% |
| All | +3,005.7% | +553.5% | +2,452.2% | +618.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling