+32.4%
MSFU vs PFGC
+65.1%
-32.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -4.0% |
| 7D | -5.7% | -2.2% | -3.5% | -5.0% |
| 30D | +4.2% | -11.9% | +16.1% | +8.7% |
| 3M | +27.9% | +5.0% | +22.9% | +24.8% |
| 6M | +37.1% | +8.6% | +28.5% | +31.7% |
| YTD | -7.4% | +9.7% | -17.1% | -12.9% |
| 1Y | -19.6% | -6.3% | -13.3% | -18.3% |
| All | +32.4% | +65.1% | -32.7% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling