+290.4%
MDT vs PFG
+985.4%
-695.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.7% |
| 7D | +1.0% | +2.4% | -1.3% | +0.5% |
| 30D | +9.2% | +5.9% | +3.3% | +7.7% |
| 3M | +14.5% | -0.4% | +14.9% | +14.5% |
| 6M | +37.3% | +14.8% | +22.5% | +32.7% |
| YTD | +9.8% | +31.9% | -22.1% | +2.6% |
| 1Y | +10.5% | +38.8% | -28.3% | +2.0% |
| 3Y | +57.4% | +82.4% | -25.0% | +35.0% |
| 5Y | +1.2% | +94.7% | -93.5% | -15.4% |
| 10Y | +63.2% | +187.0% | -123.7% | +20.0% |
| All | +290.4% | +985.4% | -695.0% | +85.7% |
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