+40.9%
MCO vs PFG
+68.8%
-27.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.0% |
| 7D | -7.3% | -3.0% | -4.3% | -5.8% |
| 30D | -1.7% | +2.5% | -4.2% | -3.1% |
| 3M | +3.9% | +6.1% | -2.1% | +0.4% |
| 6M | +3.8% | +31.3% | -27.5% | -10.6% |
| YTD | -7.9% | +33.6% | -41.5% | -21.5% |
| 1Y | -6.8% | +48.5% | -55.4% | -25.4% |
| All | +40.9% | +68.8% | -27.8% | +3.5% |
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