+513.9%
MRSH vs PFG
+1,010.4%
-496.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -4.8% | -0.4% | -4.3% | -4.6% |
| 30D | -6.3% | +2.9% | -9.2% | -7.2% |
| 3M | +5.8% | +6.7% | -0.9% | +3.7% |
| 6M | +2.8% | +33.8% | -31.0% | -5.8% |
| YTD | -3.1% | +35.0% | -38.1% | -11.5% |
| 1Y | -11.3% | +46.4% | -57.7% | -21.0% |
| 3Y | -5.0% | +71.7% | -76.6% | -20.3% |
| 5Y | +19.2% | +113.7% | -94.5% | -7.2% |
| 10Y | +217.4% | +247.8% | -30.4% | +102.8% |
| All | +513.9% | +1,010.4% | -496.5% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 all: compounded portfolio wealth divided by compounded PFG 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…
all analysis · Full analysis span regression · 6 months rolling