-0.4%
MDT vs PFG
+49.5%
-49.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | +0.2% | +2.9% | -2.7% | -0.5% |
| 3M | +14.3% | +6.7% | +7.5% | +12.4% |
| 6M | +4.0% | +33.8% | -29.8% | -2.1% |
| YTD | -3.7% | +35.0% | -38.6% | -9.9% |
| 1Y | -0.4% | +46.4% | -46.8% | -7.8% |
| All | -0.4% | +49.5% | -49.8% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling