+3,432.9%
MCO vs PFG
+999.6%
+2,433.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.9% |
| 7D | -2.7% | +6.0% | -8.7% | -5.0% |
| 30D | +0.9% | +2.2% | -1.3% | 0.0% |
| 3M | +8.7% | +10.4% | -1.7% | +4.3% |
| 6M | +2.4% | +27.8% | -25.4% | -7.4% |
| YTD | -5.2% | +33.6% | -38.8% | -15.9% |
| 1Y | -4.4% | +49.3% | -53.7% | -19.1% |
| 3Y | +45.1% | +69.7% | -24.6% | +15.8% |
| 5Y | +31.5% | +111.3% | -79.9% | -5.4% |
| 10Y | +380.7% | +240.3% | +140.5% | +165.8% |
| All | +3,432.9% | +999.6% | +2,433.3% | +1,142.2% |
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