+6.6%
MDLZ vs PFG
+82.7%
-76.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +2.3% | +2.4% | -0.1% | +2.0% |
| 30D | +7.9% | +5.9% | +2.1% | +7.2% |
| 3M | +7.3% | -0.4% | +7.7% | +7.2% |
| 6M | +11.7% | +14.8% | -3.2% | +9.7% |
| YTD | +28.7% | +31.9% | -3.2% | +24.0% |
| 1Y | +22.8% | +38.8% | -16.0% | +17.4% |
| 3Y | +6.6% | +82.4% | -75.8% | -0.7% |
| All | +6.6% | +82.7% | -76.1% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling