+310.0%
MRSH vs PFGC
+394.4%
-84.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -4.8% | -4.8% | 0.0% | -4.1% |
| 30D | -6.3% | -12.5% | +6.2% | -4.5% |
| 3M | +5.8% | -9.7% | +15.5% | +7.4% |
| 6M | +2.8% | +7.0% | -4.2% | +1.6% |
| YTD | -3.1% | +4.5% | -7.6% | -4.1% |
| 1Y | -11.3% | -11.6% | +0.3% | -10.1% |
| 3Y | -5.0% | +58.5% | -63.5% | -12.1% |
| 5Y | +19.2% | +112.6% | -93.4% | +4.9% |
| 10Y | +217.4% | +291.1% | -73.7% | +159.4% |
| All | +310.0% | +394.4% | -84.4% | +219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling