+104.1%
MDLZ vs PFGC
+465.8%
-361.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | +1.7% | +8.5% | -6.9% | +0.5% |
| 30D | +11.2% | +15.0% | -3.8% | +9.2% |
| 3M | +6.1% | -6.2% | +12.3% | +6.8% |
| 6M | +8.6% | +15.7% | -7.2% | +6.4% |
| YTD | +25.8% | +19.6% | +6.3% | +22.6% |
| 1Y | +21.7% | +13.2% | +8.5% | +19.3% |
| 3Y | +5.8% | +77.0% | -71.1% | -2.6% |
| 5Y | +21.4% | +121.5% | -100.1% | +7.4% |
| 10Y | +97.2% | +354.5% | -257.3% | +54.3% |
| All | +104.1% | +465.8% | -361.7% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling