+642.2%
MPC vs PFGC
+111.4%
+530.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +5.4% | -2.2% | +7.6% | +5.9% |
| 30D | +31.0% | -11.9% | +42.9% | +34.4% |
| 3M | +46.0% | +5.0% | +41.0% | +43.5% |
| 6M | +77.3% | +8.6% | +68.7% | +71.8% |
| YTD | +141.9% | +9.7% | +132.2% | +131.9% |
| 1Y | +120.9% | -6.3% | +127.2% | +121.9% |
| 3Y | +182.7% | +58.2% | +124.5% | +141.7% |
| All | +642.2% | +111.4% | +530.8% | +469.4% |
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