-87.5%
MSTU vs PFGC
+25.5%
-113.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -3.8% |
| 7D | +12.9% | -3.7% | +16.6% | +19.3% |
| 30D | +68.3% | -16.0% | +84.3% | +112.7% |
| 3M | +0.4% | -4.1% | +4.5% | +1.2% |
| 6M | -41.5% | +8.7% | -50.2% | -52.7% |
| YTD | -61.7% | +6.4% | -68.1% | -70.3% |
| 1Y | -93.7% | -8.4% | -85.3% | -93.4% |
| All | -87.5% | +25.5% | -113.0% | -95.0% |
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 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