-48.3%
MUZ vs PFGC
+12.7%
-61.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +13.5% | +0.7% | -3.6% |
| 7D | +47.2% | +13.9% | +33.3% | +24.6% |
| 30D | +57.1% | +18.4% | +38.7% | +26.8% |
| 3M | -5.3% | -2.5% | -2.8% | +7.9% |
| All | -48.3% | +12.7% | -61.0% | -48.0% |
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 · Available span rolling