-30.7%
MUZ vs PFG
+7.7%
-38.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -3.8% | +37.7% | +38.5% |
| 7D | +79.0% | -0.7% | +79.7% | +74.9% |
| 30D | +104.4% | +2.8% | +101.6% | +87.7% |
| 3M | +27.0% | -1.0% | +28.0% | +28.1% |
| All | -30.7% | +7.7% | -38.4% | -43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling