+1,079.5%
MPC vs PFGC
+347.9%
+731.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | -16.2% | +8.5% | -24.7% | -19.0% |
| 30D | -15.7% | +15.0% | -30.7% | -20.2% |
| 3M | +24.9% | -6.2% | +31.1% | +26.0% |
| 6M | +52.7% | +15.7% | +36.9% | +42.8% |
| YTD | +131.9% | +19.6% | +112.3% | +111.0% |
| 1Y | +96.6% | +13.2% | +83.4% | +82.3% |
| 3Y | +163.8% | +77.0% | +86.8% | +106.6% |
| 5Y | +533.1% | +121.5% | +411.7% | +338.6% |
| All | +1,079.5% | +347.9% | +731.5% | +663.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling