+76.3%
MSFU vs PFGC
+101.1%
-24.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -4.0% |
| 7D | -5.7% | -2.2% | -3.5% | -4.9% |
| 30D | +4.2% | -11.9% | +16.1% | +9.3% |
| 3M | +27.9% | +5.0% | +22.9% | +24.5% |
| 6M | +37.1% | +8.6% | +28.5% | +31.1% |
| YTD | -7.4% | +9.7% | -17.1% | -13.3% |
| 1Y | -19.6% | -6.3% | -13.3% | -18.7% |
| 3Y | +33.2% | +58.2% | -25.0% | -0.6% |
| All | +76.3% | +101.1% | -24.8% | +8.0% |
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