+254.5%
MDT vs PFG
+1,015.3%
-760.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.5% |
| 7D | +3.2% | +5.5% | -2.3% | +1.9% |
| 30D | +9.5% | +2.4% | +7.1% | +8.8% |
| 3M | +16.0% | +13.6% | +2.4% | +12.4% |
| 6M | +0.2% | +27.9% | -27.7% | -5.6% |
| YTD | -0.3% | +35.6% | -35.8% | -7.4% |
| 1Y | +4.7% | +48.5% | -43.7% | -5.0% |
| 3Y | +26.5% | +66.9% | -40.3% | +10.7% |
| 5Y | -18.2% | +111.0% | -129.1% | -32.9% |
| 10Y | +40.0% | +244.5% | -204.5% | -0.8% |
| All | +254.5% | +1,015.3% | -760.8% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling