+662.1%
MU vs PFGC
-8.4%
+670.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.6% |
| 7D | +7.2% | -2.4% | +9.6% | +7.2% |
| 30D | +14.0% | -15.8% | +29.7% | +14.5% |
| 3M | +5.4% | -0.6% | +6.0% | +1.9% |
| 6M | +170.3% | +10.7% | +159.6% | +154.4% |
| YTD | +250.7% | +7.6% | +243.0% | +247.3% |
| 1Y | +662.1% | -7.8% | +669.9% | +642.3% |
| All | +662.1% | -8.4% | +670.5% | +642.3% |
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