-7.7%
MDB vs PFGC
+12.5%
-20.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +13.5% | -15.6% | -0.6% |
| 7D | -16.5% | +13.9% | -30.4% | -15.3% |
| 30D | -8.6% | +18.4% | -26.9% | -7.1% |
| 3M | -13.6% | -2.5% | -11.1% | -12.6% |
| 6M | +24.1% | +26.0% | -2.0% | +25.6% |
| YTD | -21.8% | +21.9% | -43.6% | -16.2% |
| 1Y | -7.7% | +13.4% | -21.1% | -4.4% |
| All | -7.7% | +12.5% | -20.2% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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