+106.1%
MDLZ vs PFGC
+363.4%
-257.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -1.0% | +1.5% | -2.5% | -1.2% |
| 30D | +7.9% | +17.4% | -9.5% | +5.8% |
| 3M | +8.9% | -2.4% | +11.3% | +9.0% |
| 6M | +10.5% | +18.2% | -7.7% | +8.1% |
| YTD | +27.1% | +23.7% | +3.5% | +23.5% |
| 1Y | +20.9% | +15.0% | +6.0% | +18.4% |
| 3Y | +5.5% | +82.3% | -76.8% | -2.8% |
| 5Y | +22.2% | +131.9% | -109.7% | +8.4% |
| 10Y | +106.1% | +353.0% | -246.9% | +75.8% |
| All | +106.1% | +363.4% | -257.3% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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