-3.5%
MSFU vs PFG
+46.8%
-50.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.1% | +9.3% | +11.6% |
| 7D | +8.2% | +4.9% | +3.3% | +6.1% |
| 30D | +10.2% | +5.7% | +4.5% | +7.7% |
| 3M | +22.9% | +2.6% | +20.3% | +21.5% |
| 6M | +63.2% | +19.8% | +43.4% | +56.0% |
| YTD | +11.7% | +36.3% | -24.6% | +8.7% |
| 1Y | -3.5% | +47.9% | -51.4% | -2.8% |
| All | -3.5% | +46.8% | -50.3% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling