-48.3%
MUZ vs PFG
+12.0%
-60.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +4.1% | +10.1% | +6.5% |
| 7D | +47.2% | +4.9% | +42.3% | +35.3% |
| 30D | +57.1% | +5.7% | +51.4% | +42.4% |
| 3M | -5.3% | +2.6% | -7.8% | -6.5% |
| All | -48.3% | +12.0% | -60.2% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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 · Available span rolling