+38.0%
MDT vs PFG
+247.4%
-209.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.6% | -3.0% | +1.4% | -0.5% |
| 30D | +1.0% | +2.5% | -1.4% | 0.0% |
| 3M | +15.2% | +6.1% | +9.1% | +12.5% |
| 6M | +3.7% | +31.3% | -27.6% | -6.6% |
| YTD | -3.0% | +33.6% | -36.5% | -13.4% |
| 1Y | +2.5% | +48.5% | -46.1% | -12.3% |
| 3Y | +26.5% | +69.6% | -43.2% | +1.0% |
| 5Y | -18.3% | +111.5% | -129.8% | -41.6% |
| All | +38.0% | +247.4% | -209.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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