+96.6%
MPC vs PFGC
+13.7%
+82.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.9% |
| 7D | -16.2% | +8.5% | -24.7% | -13.2% |
| 30D | -15.7% | +15.0% | -30.7% | -11.3% |
| 3M | +24.9% | -6.2% | +31.1% | +24.5% |
| 6M | +52.7% | +15.7% | +36.9% | +60.9% |
| YTD | +131.9% | +19.6% | +112.3% | +143.6% |
| 1Y | +96.6% | +13.2% | +83.4% | +109.8% |
| All | +96.6% | +13.7% | +82.9% | +109.8% |
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