-1.5%
MCD vs PFG
+67.7%
-69.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -2.8% | +5.5% | -8.4% | -3.6% |
| 30D | -6.0% | +2.4% | -8.4% | -6.4% |
| 3M | -5.6% | +13.6% | -19.2% | -7.5% |
| 6M | -21.9% | +27.9% | -49.7% | -24.8% |
| YTD | -14.7% | +35.6% | -50.3% | -18.8% |
| 1Y | -17.3% | +48.5% | -65.7% | -22.5% |
| All | -1.5% | +67.7% | -69.2% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling