+920.8%
MDB vs PFG
+140.2%
+780.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.6% | +3.1% |
| 7D | -0.9% | +2.3% | -3.2% | -1.8% |
| 30D | -15.2% | +7.6% | -22.8% | -17.6% |
| 3M | -17.9% | +2.5% | -20.4% | -19.0% |
| 6M | +9.3% | +16.6% | -7.3% | +2.3% |
| YTD | -22.0% | +34.1% | -56.1% | -30.9% |
| 1Y | -9.3% | +44.1% | -53.4% | -21.9% |
| 3Y | -10.4% | +86.3% | -96.6% | -29.6% |
| 5Y | -43.2% | +101.6% | -144.8% | -55.6% |
| All | +920.8% | +140.2% | +780.6% | +588.9% |
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