+226.4%
MU vs PFGC
+13.9%
+212.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.7% |
| 7D | +21.6% | +0.3% | +21.4% | +21.6% |
| 30D | -16.2% | +16.1% | -32.4% | -14.8% |
| 3M | -12.4% | +2.4% | -14.7% | -10.5% |
| 6M | +4.2% | +15.7% | -11.5% | +1.3% |
| YTD | +180.0% | +22.3% | +157.7% | +185.8% |
| 1Y | +226.4% | +13.9% | +212.5% | +220.5% |
| All | +226.4% | +13.9% | +212.5% | +220.5% |
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