+105.7%
MDLZ vs PFGC
+484.2%
-378.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | +2.2% | +15.0% | -12.8% | +0.3% |
| 30D | +10.1% | +17.0% | -6.8% | +7.9% |
| 3M | +9.1% | -2.5% | +11.6% | +9.2% |
| 6M | +10.0% | +19.2% | -9.2% | +7.4% |
| YTD | +26.8% | +23.4% | +3.4% | +23.0% |
| 1Y | +22.5% | +13.9% | +8.6% | +20.0% |
| 3Y | +5.3% | +82.0% | -76.7% | -3.5% |
| 5Y | +21.4% | +128.7% | -107.2% | +7.0% |
| 10Y | +102.0% | +361.5% | -259.5% | +57.9% |
| All | +105.7% | +484.2% | -378.5% | +50.0% |
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 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