+3,147.8%
MU vs PFG
+960.1%
+2,187.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +6.0% |
| 7D | -22.0% | -0.6% | -21.4% | -21.7% |
| 30D | -36.6% | +2.0% | -38.6% | -37.3% |
| 3M | -21.7% | -3.2% | -18.5% | -20.9% |
| 6M | +3.5% | +10.9% | -7.4% | -3.7% |
| YTD | +141.9% | +28.8% | +113.1% | +107.9% |
| 1Y | +189.8% | +39.2% | +150.7% | +139.5% |
| 3Y | +855.4% | +75.0% | +780.3% | +604.6% |
| 5Y | +869.2% | +91.9% | +777.2% | +578.0% |
| 10Y | +4,142.8% | +202.3% | +3,940.5% | +2,144.0% |
| All | +3,147.8% | +960.1% | +2,187.7% | +675.3% |
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