+93.3%
MSFU vs PFGC
+119.2%
-25.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.1% |
| 7D | +2.5% | +8.5% | -6.1% | -0.9% |
| 30D | -1.3% | +15.0% | -16.3% | -6.7% |
| 3M | +8.6% | -6.2% | +14.8% | +10.9% |
| 6M | +48.4% | +15.7% | +32.7% | +38.5% |
| YTD | +1.6% | +19.6% | -18.0% | -8.4% |
| 1Y | -5.8% | +13.2% | -19.0% | -12.8% |
| 3Y | +30.9% | +77.0% | -46.0% | -6.9% |
| All | +93.3% | +119.2% | -25.9% | +14.2% |
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 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