+106.1%
MDLZ vs PFG
+189.4%
-83.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.5% |
| 7D | -1.0% | -2.2% | +1.2% | -0.5% |
| 30D | +7.9% | +6.4% | +1.6% | +6.3% |
| 3M | +8.9% | +2.2% | +6.7% | +8.1% |
| 6M | +10.5% | +16.3% | -5.8% | +6.2% |
| YTD | +27.1% | +33.2% | -6.1% | +17.9% |
| 1Y | +20.9% | +40.6% | -19.7% | +10.6% |
| 3Y | +5.5% | +83.3% | -77.8% | -11.2% |
| 5Y | +22.2% | +97.7% | -75.5% | -1.3% |
| 10Y | +106.1% | +189.9% | -83.7% | +38.7% |
| All | +106.1% | +189.4% | -83.2% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling