+87.8%
MDLZ vs PFGC
+419.1%
-331.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.7% | -2.2% | +0.5% | -1.5% |
| 30D | -2.1% | -11.9% | +9.8% | -0.6% |
| 3M | +1.3% | +5.0% | -3.7% | +0.7% |
| 6M | +6.2% | +8.6% | -2.4% | +4.9% |
| YTD | +15.8% | +9.7% | +6.1% | +14.1% |
| 1Y | +4.1% | -6.3% | +10.4% | +4.6% |
| 3Y | -4.1% | +58.2% | -62.3% | -10.4% |
| 5Y | +13.4% | +110.4% | -97.1% | +1.0% |
| 10Y | +75.7% | +272.8% | -197.0% | +42.7% |
| All | +87.8% | +419.1% | -331.3% | +39.2% |
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