+389.4%
MDLZ vs PFG
+1,015.3%
-625.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | 0.0% |
| 7D | -1.7% | +5.5% | -7.3% | -2.8% |
| 30D | -2.1% | +2.4% | -4.5% | -2.6% |
| 3M | +1.3% | +13.6% | -12.3% | -1.2% |
| 6M | +6.2% | +27.9% | -21.7% | +1.3% |
| YTD | +15.8% | +35.6% | -19.8% | +9.1% |
| 1Y | +4.1% | +48.5% | -44.3% | -3.7% |
| 3Y | -4.1% | +66.9% | -71.0% | -14.1% |
| 5Y | +13.4% | +111.0% | -97.6% | -3.9% |
| 10Y | +75.7% | +244.5% | -168.8% | +30.4% |
| All | +389.4% | +1,015.3% | -625.9% | +154.9% |
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