+454.2%
MDLZ vs PCG
+98.1%
+356.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.5% |
| 7D | -1.7% | -13.9% | +12.1% | -0.6% |
| 30D | -2.1% | -16.9% | +14.8% | -0.7% |
| 3M | +1.3% | -14.7% | +16.1% | +2.6% |
| 6M | +6.2% | -23.8% | +30.0% | +8.6% |
| YTD | +15.8% | -10.5% | +26.3% | +16.6% |
| 1Y | +4.1% | -5.1% | +9.2% | +4.1% |
| 3Y | -4.1% | -11.6% | +7.5% | -3.8% |
| 5Y | +13.4% | +59.0% | -45.7% | +7.1% |
| 10Y | +75.7% | -75.7% | +151.5% | +91.9% |
| All | +454.2% | +98.1% | +356.2% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling