+435.3%
MDLZ vs PFG
+1,003.0%
-567.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -0.1% |
| 7D | +0.1% | +2.3% | -2.2% | -0.3% |
| 30D | +10.0% | +7.6% | +2.4% | +8.5% |
| 3M | +7.1% | +2.5% | +4.5% | +6.4% |
| 6M | +9.8% | +16.6% | -6.8% | +6.5% |
| YTD | +26.6% | +34.1% | -7.4% | +19.4% |
| 1Y | +20.3% | +44.1% | -23.7% | +11.9% |
| 3Y | +5.4% | +86.3% | -80.9% | -7.5% |
| 5Y | +22.2% | +101.6% | -79.3% | +4.4% |
| 10Y | +92.2% | +197.9% | -105.7% | +46.1% |
| All | +435.3% | +1,003.0% | -567.6% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling