+79.0%
MDLZ vs PFGC
+273.4%
-194.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.8% |
| 7D | 0.0% | -2.4% | +2.5% | +0.3% |
| 30D | -1.6% | -15.8% | +14.2% | +0.5% |
| 3M | +0.9% | -0.6% | +1.5% | +0.9% |
| 6M | +7.3% | +10.7% | -3.3% | +5.9% |
| YTD | +16.4% | +7.6% | +8.8% | +15.1% |
| 1Y | +3.0% | -7.8% | +10.8% | +3.6% |
| 3Y | -3.7% | +63.7% | -67.4% | -10.2% |
| 5Y | +15.6% | +112.3% | -96.6% | +3.4% |
| 10Y | +79.0% | +286.7% | -207.7% | +52.0% |
| All | +79.0% | +273.4% | -194.4% | +52.0% |
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