+5,778.3%
MU vs PFGC
+273.4%
+5,504.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.0% |
| 7D | +7.2% | -2.4% | +9.6% | +8.0% |
| 30D | +14.0% | -15.8% | +29.7% | +19.9% |
| 3M | +5.4% | -0.6% | +6.0% | +4.6% |
| 6M | +170.3% | +10.7% | +159.6% | +158.3% |
| YTD | +250.7% | +7.6% | +243.0% | +237.8% |
| 1Y | +662.1% | -7.8% | +669.9% | +668.1% |
| 3Y | +1,341.2% | +63.7% | +1,277.5% | +1,110.8% |
| 5Y | +1,319.3% | +112.3% | +1,207.1% | +993.8% |
| 10Y | +5,778.3% | +286.7% | +5,491.6% | +3,857.7% |
| All | +5,778.3% | +273.4% | +5,504.9% | +3,857.7% |
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