+5,778.3%
MU vs PFG
+239.4%
+5,538.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.8% |
| 7D | +7.2% | +6.0% | +1.2% | +3.3% |
| 30D | +14.0% | +2.2% | +11.8% | +12.1% |
| 3M | +5.4% | +10.4% | -5.0% | -2.3% |
| 6M | +170.3% | +27.8% | +142.5% | +127.9% |
| YTD | +250.7% | +33.6% | +217.0% | +186.7% |
| 1Y | +662.1% | +49.3% | +612.8% | +480.1% |
| 3Y | +1,341.2% | +69.7% | +1,271.5% | +911.8% |
| 5Y | +1,319.3% | +111.3% | +1,208.0% | +765.7% |
| 10Y | +5,778.3% | +240.3% | +5,538.0% | +2,554.0% |
| All | +5,778.3% | +239.4% | +5,538.9% | +2,554.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling