+950.8%
MU vs PFG
+82.7%
+868.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | +12.8% | +2.4% | +10.4% | +11.4% |
| 30D | -14.9% | +5.9% | -20.7% | -17.3% |
| 3M | -18.0% | -0.4% | -17.6% | -18.3% |
| 6M | -3.1% | +14.8% | -18.0% | -13.6% |
| YTD | +172.9% | +31.9% | +141.0% | +118.3% |
| 1Y | +228.8% | +38.8% | +190.0% | +152.8% |
| 3Y | +950.8% | +82.4% | +868.5% | +549.0% |
| All | +950.8% | +82.7% | +868.2% | +549.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling