+2.7%
MDT vs PFGC
+138.1%
-135.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +1.0% | +3.4% | -2.4% | +0.3% |
| 30D | +9.2% | +16.9% | -7.8% | +5.4% |
| 3M | +14.5% | +6.4% | +8.1% | +12.7% |
| 6M | +37.3% | +16.0% | +21.3% | +32.4% |
| YTD | +9.8% | +23.6% | -13.8% | +3.9% |
| 1Y | +10.5% | +16.6% | -6.1% | +5.9% |
| 3Y | +57.4% | +82.3% | -24.8% | +34.9% |
| All | +2.7% | +138.1% | -135.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 5y: compounded portfolio wealth divided by compounded PFGC 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…
5y analysis · Full analysis span regression · 6 months rolling