+10.5%
MDT vs PFG
+37.6%
-27.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.7% |
| 7D | +1.0% | +2.4% | -1.3% | +0.3% |
| 30D | +9.2% | +5.9% | +3.3% | +7.4% |
| 3M | +14.5% | -0.4% | +14.9% | +14.4% |
| 6M | +37.3% | +14.8% | +22.5% | +32.2% |
| YTD | +9.8% | +31.9% | -22.1% | +1.6% |
| 1Y | +10.5% | +38.8% | -28.3% | +1.4% |
| All | +10.5% | +37.6% | -27.1% | +1.4% |
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