+1,807.1%
MCD vs PFG
+960.1%
+846.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.2% |
| 7D | +7.1% | -0.6% | +7.8% | +7.3% |
| 30D | +19.8% | +2.0% | +17.8% | +19.4% |
| 3M | +0.8% | -3.2% | +4.0% | +1.3% |
| 6M | -1.3% | +10.9% | -12.2% | -3.4% |
| YTD | -7.8% | +28.8% | -36.6% | -12.3% |
| 1Y | -5.0% | +39.2% | -44.1% | -11.0% |
| 3Y | +10.5% | +75.0% | -64.5% | -1.9% |
| 5Y | +22.0% | +91.9% | -70.0% | +5.2% |
| 10Y | +216.7% | +202.3% | +14.4% | +141.0% |
| All | +1,807.1% | +960.1% | +846.9% | +868.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling