+3,101.0%
MPC vs PFG
+575.8%
+2,525.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +1.4% |
| 7D | +5.4% | +5.5% | -0.1% | +1.2% |
| 30D | +31.0% | +2.4% | +28.6% | +28.4% |
| 3M | +46.0% | +13.6% | +32.4% | +32.5% |
| 6M | +77.3% | +27.9% | +49.4% | +46.7% |
| YTD | +141.9% | +35.6% | +106.4% | +91.4% |
| 1Y | +120.9% | +48.5% | +72.5% | +62.9% |
| 3Y | +182.7% | +66.9% | +115.8% | +87.3% |
| 5Y | +646.4% | +111.0% | +535.5% | +300.3% |
| 10Y | +1,138.7% | +244.5% | +894.2% | +354.5% |
| All | +3,101.0% | +575.8% | +2,525.2% | +628.8% |
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