+4,624.3%
MU vs PFGC
+465.8%
+4,158.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +5.7% |
| 7D | -22.0% | +8.5% | -30.5% | -24.5% |
| 30D | -36.6% | +15.0% | -51.6% | -39.8% |
| 3M | -21.7% | -6.2% | -15.5% | -21.1% |
| 6M | +3.5% | +15.7% | -12.2% | -3.1% |
| YTD | +141.9% | +19.6% | +122.4% | +123.4% |
| 1Y | +189.8% | +13.2% | +176.6% | +171.6% |
| 3Y | +855.4% | +77.0% | +778.4% | +676.7% |
| 5Y | +869.2% | +121.5% | +747.7% | +629.0% |
| 10Y | +4,142.8% | +354.5% | +3,788.3% | +2,404.7% |
| All | +4,624.3% | +465.8% | +4,158.5% | +2,315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling