+4,271.9%
MU vs PFGC
+360.0%
+3,911.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.0% | +2.3% | +5.1% |
| 7D | -12.0% | +10.8% | -22.9% | -15.3% |
| 30D | -28.7% | +17.8% | -46.5% | -32.8% |
| 3M | -16.4% | -2.7% | -13.7% | -16.7% |
| 6M | -1.8% | +20.0% | -21.8% | -9.0% |
| YTD | +157.1% | +24.3% | +132.8% | +134.8% |
| 1Y | +208.5% | +13.2% | +195.3% | +189.6% |
| 3Y | +906.2% | +85.9% | +820.2% | +707.3% |
| 5Y | +893.4% | +141.0% | +752.4% | +631.8% |
| 10Y | +4,271.9% | +370.6% | +3,901.3% | +2,789.9% |
| All | +4,271.9% | +360.0% | +3,911.9% | +2,789.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling