+601.0%
MPC vs PFGC
+138.1%
+462.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +11.2% | +3.4% | +7.8% | +10.6% |
| 30D | -14.5% | +16.9% | -31.4% | -17.2% |
| 3M | +16.7% | +6.4% | +10.3% | +15.1% |
| 6M | +67.6% | +16.0% | +51.6% | +61.1% |
| YTD | +157.9% | +23.6% | +134.3% | +141.2% |
| 1Y | +116.7% | +16.6% | +100.1% | +106.2% |
| 3Y | +199.8% | +82.3% | +117.5% | +149.5% |
| All | +601.0% | +138.1% | +462.9% | +433.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling