+4,684.3%
MU vs PFG
+1,015.3%
+3,669.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.9% |
| 7D | +9.0% | +5.5% | +3.4% | +5.8% |
| 30D | +13.8% | +2.4% | +11.4% | +12.1% |
| 3M | +2.1% | +13.6% | -11.5% | -5.7% |
| 6M | +153.8% | +27.9% | +125.9% | +120.3% |
| YTD | +256.4% | +35.6% | +220.8% | +199.5% |
| 1Y | +719.8% | +48.5% | +671.3% | +556.1% |
| 3Y | +1,360.4% | +66.9% | +1,293.5% | +1,002.9% |
| 5Y | +1,312.4% | +111.0% | +1,201.5% | +844.3% |
| 10Y | +6,142.6% | +244.5% | +5,898.1% | +3,004.1% |
| All | +4,684.3% | +1,015.3% | +3,669.1% | +1,016.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling