+2,968.0%
MPC vs PFG
+542.4%
+2,425.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.1% |
| 7D | -16.2% | -0.6% | -15.5% | -16.1% |
| 30D | -15.7% | +2.0% | -17.7% | -17.4% |
| 3M | +24.9% | -3.2% | +28.1% | +26.4% |
| 6M | +52.7% | +10.9% | +41.7% | +39.4% |
| YTD | +131.9% | +28.8% | +103.0% | +88.7% |
| 1Y | +96.6% | +39.2% | +57.5% | +51.2% |
| 3Y | +163.8% | +75.0% | +88.7% | +68.2% |
| 5Y | +533.1% | +91.9% | +441.2% | +261.0% |
| 10Y | +1,118.6% | +202.3% | +916.3% | +383.2% |
| All | +2,968.0% | +542.4% | +2,425.6% | +618.3% |
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 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