-20.7%
MDLN vs PFGC
-0.4%
-20.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -11.1% | -4.8% | -6.3% | -10.0% |
| 30D | -8.4% | -12.5% | +4.2% | -5.4% |
| 3M | -12.4% | -9.7% | -2.7% | -9.9% |
| 6M | -23.3% | +7.0% | -30.3% | -23.1% |
| YTD | -22.5% | +4.5% | -27.0% | -23.1% |
| All | -20.7% | -0.4% | -20.3% | -19.7% |
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