+189.8%
MU vs PFG
+43.7%
+146.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.0% | +2.2% | +6.5% |
| 7D | -12.0% | +2.3% | -14.3% | -11.5% |
| 30D | -28.7% | +7.6% | -36.3% | -27.5% |
| 3M | -16.4% | +2.5% | -19.0% | -15.8% |
| 6M | -1.8% | +16.6% | -18.4% | -3.6% |
| YTD | +157.1% | +34.1% | +123.0% | +136.2% |
| All | +189.8% | +43.7% | +146.0% | +160.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling