-16.1%
MCD vs PFG
+48.9%
-65.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.2% |
| 7D | -2.0% | +6.0% | -8.0% | -2.6% |
| 30D | -6.1% | +2.2% | -8.4% | -6.3% |
| 3M | -7.3% | +10.4% | -17.6% | -8.2% |
| 6M | -20.9% | +27.8% | -48.7% | -22.5% |
| YTD | -14.7% | +33.6% | -48.3% | -16.5% |
| 1Y | -16.1% | +49.3% | -65.4% | -18.1% |
| All | -16.1% | +48.9% | -65.0% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling