+181.6%
MPC vs PFGC
+82.3%
+99.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -8.8% | +15.0% | -23.9% | -10.1% |
| 30D | -14.4% | +17.0% | -31.4% | -15.8% |
| 3M | +21.9% | -2.5% | +24.4% | +23.3% |
| 6M | +60.1% | +19.2% | +40.9% | +55.0% |
| YTD | +142.3% | +23.4% | +118.9% | +128.9% |
| 1Y | +101.7% | +13.9% | +87.8% | +97.1% |
| All | +181.6% | +82.3% | +99.3% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling