+205.9%
MCD vs PFG
+189.4%
+16.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | -1.9% | -2.2% | +0.3% | -1.3% |
| 30D | +16.6% | +6.4% | +10.3% | +14.6% |
| 3M | +0.9% | +2.2% | -1.3% | +0.2% |
| 6M | +1.5% | +16.3% | -14.8% | -3.2% |
| YTD | -8.3% | +33.2% | -41.6% | -16.3% |
| 1Y | -8.1% | +40.6% | -48.7% | -17.5% |
| 3Y | +10.3% | +83.3% | -73.0% | -10.4% |
| 5Y | +23.4% | +97.7% | -74.3% | -4.7% |
| 10Y | +205.9% | +189.9% | +16.1% | +86.1% |
| All | +205.9% | +189.4% | +16.6% | +86.1% |
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 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