-24.7%
MDB vs PFGC
+111.4%
-136.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | -17.4% | -2.2% | -15.2% | -16.4% |
| 30D | -2.0% | -11.9% | +9.9% | +5.1% |
| 3M | -3.0% | +5.0% | -8.0% | -7.1% |
| 6M | +48.7% | +8.6% | +40.1% | +37.5% |
| YTD | -12.1% | +9.7% | -21.8% | -19.9% |
| 1Y | +14.5% | -6.3% | +20.8% | +15.0% |
| 3Y | -6.1% | +58.2% | -64.4% | -37.0% |
| All | -24.7% | +111.4% | -136.1% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling