+85.4%
MDT vs PFGC
+419.1%
-333.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.3% |
| 7D | +3.2% | -2.2% | +5.4% | +3.7% |
| 30D | +9.5% | -11.9% | +21.5% | +12.4% |
| 3M | +16.0% | +5.0% | +11.0% | +14.7% |
| 6M | +0.2% | +8.6% | -8.4% | -1.9% |
| YTD | -0.3% | +9.7% | -10.0% | -2.9% |
| 1Y | +4.7% | -6.3% | +11.0% | +5.3% |
| 3Y | +26.5% | +58.2% | -31.7% | +12.8% |
| 5Y | -18.2% | +110.4% | -128.6% | -32.9% |
| 10Y | +40.0% | +272.8% | -232.7% | -3.5% |
| All | +85.4% | +419.1% | -333.7% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling