+23.0%
MDLZ vs PCG
+10.2%
+12.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.1% |
| 7D | +2.3% | +2.2% | +0.1% | +1.9% |
| 30D | +7.9% | +0.8% | +7.2% | +7.8% |
| 3M | +7.3% | -23.8% | +31.1% | +12.3% |
| 6M | +11.7% | -19.6% | +31.3% | +15.4% |
| YTD | +28.7% | -16.7% | +45.5% | +32.0% |
| 1Y | +22.8% | -19.4% | +42.1% | +26.6% |
| 3Y | +6.6% | -18.3% | +24.9% | +8.5% |
| All | +23.0% | +10.2% | +12.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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