+211.7%
MCD vs PFG
+195.7%
+15.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.1% |
| 7D | +7.1% | -0.6% | +7.8% | +7.4% |
| 30D | +19.8% | +2.0% | +17.8% | +19.1% |
| 3M | +0.8% | -3.2% | +4.0% | +1.6% |
| 6M | -1.3% | +10.9% | -12.2% | -4.5% |
| YTD | -7.8% | +28.8% | -36.6% | -14.9% |
| 1Y | -5.0% | +39.2% | -44.1% | -14.3% |
| 3Y | +10.5% | +75.0% | -64.5% | -9.0% |
| 5Y | +22.0% | +91.9% | -70.0% | -5.0% |
| All | +211.7% | +195.7% | +15.9% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling