-7.7%
MDB vs PFG
+46.8%
-54.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -3.6% |
| 7D | -16.5% | +4.9% | -21.4% | -18.0% |
| 30D | -8.6% | +5.7% | -14.2% | -10.5% |
| 3M | -13.6% | +2.6% | -16.2% | -14.5% |
| 6M | +24.1% | +19.8% | +4.3% | +11.3% |
| YTD | -21.8% | +36.3% | -58.0% | -32.6% |
| 1Y | -7.7% | +47.9% | -55.6% | -23.3% |
| All | -7.7% | +46.8% | -54.5% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling