-15.4%
MDLN vs PFGC
+2.7%
-18.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.7% |
| 7D | -1.2% | -2.4% | +1.2% | -0.6% |
| 30D | -1.5% | -15.8% | +14.2% | +2.4% |
| 3M | +2.6% | -0.6% | +3.2% | +3.7% |
| 6M | -20.9% | +10.7% | -31.5% | -21.3% |
| YTD | -17.4% | +7.6% | -25.0% | -18.7% |
| All | -15.4% | +2.7% | -18.0% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling