+265.1%
MU vs PFGC
+12.5%
+252.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +13.5% | -20.5% | -5.1% |
| 7D | -19.1% | +13.9% | -33.0% | -17.5% |
| 30D | -25.2% | +18.4% | -43.6% | -23.8% |
| 3M | -10.9% | -2.5% | -8.4% | -8.9% |
| 6M | +38.0% | +26.0% | +12.0% | +31.6% |
| YTD | +178.8% | +21.9% | +157.0% | +186.0% |
| 1Y | +265.1% | +13.4% | +251.8% | +258.0% |
| All | +265.1% | +12.5% | +252.7% | +258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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