+178.1%
MCD vs PFG
+246.6%
-68.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -2.8% | +5.5% | -8.4% | -4.4% |
| 30D | -6.0% | +2.4% | -8.4% | -6.8% |
| 3M | -5.6% | +13.6% | -19.2% | -9.2% |
| 6M | -21.9% | +27.9% | -49.7% | -27.5% |
| YTD | -14.7% | +35.6% | -50.3% | -22.4% |
| 1Y | -17.3% | +48.5% | -65.7% | -26.9% |
| 3Y | -2.2% | +66.9% | -69.0% | -18.1% |
| 5Y | +20.3% | +111.0% | -90.7% | -9.1% |
| All | +178.1% | +246.6% | -68.5% | +59.7% |
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