+117.2%
MPC vs PFGC
+12.5%
+104.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +13.5% | -21.6% | -3.7% |
| 7D | -10.9% | +13.9% | -24.8% | -6.5% |
| 30D | -9.4% | +18.4% | -27.8% | -3.8% |
| 3M | +26.0% | -2.5% | +28.5% | +26.9% |
| 6M | +56.5% | +26.0% | +30.5% | +69.0% |
| YTD | +144.3% | +21.9% | +122.4% | +159.0% |
| 1Y | +117.2% | +13.4% | +103.9% | +134.0% |
| All | +117.2% | +12.5% | +104.8% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling