+104.2%
MDT vs PFGC
+485.1%
-380.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 3M | +14.5% | +6.4% | +8.1% | +12.8% |
| 6M | +37.3% | +16.0% | +21.3% | +32.6% |
| YTD | +9.8% | +23.6% | -13.8% | +4.1% |
| 1Y | +10.5% | +16.6% | -6.1% | +6.1% |
| 3Y | +57.4% | +82.3% | -24.8% | +36.1% |
| 5Y | +1.2% | +138.7% | -137.6% | -19.2% |
| 10Y | +63.2% | +352.8% | -289.6% | +8.2% |
| All | +104.2% | +485.1% | -380.9% | +26.7% |
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