-45.5%
MUZ vs PFGC
+15.0%
-60.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +4.0% | -16.8% | -17.6% |
| 7D | +14.0% | +10.8% | +3.1% | -0.2% |
| 30D | +57.6% | +17.8% | +39.8% | +27.5% |
| 3M | -3.1% | -2.7% | -0.4% | +12.8% |
| All | -45.5% | +15.0% | -60.5% | -46.8% |
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