+79.0%
MDLZ vs PFG
+239.4%
-160.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | 0.0% | +6.0% | -6.0% | -1.5% |
| 30D | -1.6% | +2.2% | -3.8% | -2.2% |
| 3M | +0.9% | +10.4% | -9.5% | -1.7% |
| 6M | +7.3% | +27.8% | -20.4% | +0.9% |
| YTD | +16.4% | +33.6% | -17.2% | +8.0% |
| 1Y | +3.0% | +49.3% | -46.3% | -7.3% |
| 3Y | -3.7% | +69.7% | -73.5% | -17.4% |
| 5Y | +15.6% | +111.3% | -95.7% | -8.4% |
| 10Y | +79.0% | +240.3% | -161.3% | +6.2% |
| All | +79.0% | +239.4% | -160.5% | +6.2% |
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