+22.6%
MCD vs PFG
+95.0%
-72.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +16.0% | +5.0% | +11.1% | +14.9% |
| 3M | 0.0% | +0.1% | -0.1% | -0.1% |
| 6M | +0.9% | +13.8% | -12.8% | -1.9% |
| YTD | -8.7% | +31.2% | -40.0% | -14.1% |
| 1Y | -8.6% | +37.1% | -45.6% | -14.8% |
| 3Y | +9.9% | +80.6% | -70.7% | -5.5% |
| 5Y | +22.6% | +93.7% | -71.1% | -0.4% |
| All | +22.6% | +95.0% | -72.3% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling