+170.5%
MDY vs PFG
+247.4%
-76.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.4% |
| 7D | -2.5% | -3.0% | +0.5% | -1.0% |
| 30D | -5.0% | +2.5% | -7.5% | -6.4% |
| 3M | +0.5% | +6.1% | -5.6% | -3.1% |
| 6M | +8.0% | +31.3% | -23.3% | -6.8% |
| YTD | +12.2% | +33.6% | -21.4% | -4.4% |
| 1Y | +14.0% | +48.5% | -34.5% | -8.3% |
| 3Y | +48.2% | +69.6% | -21.4% | +10.0% |
| 5Y | +46.1% | +111.5% | -65.4% | -4.8% |
| All | +170.5% | +247.4% | -76.9% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling