+49.4%
MDY vs PFG
+67.4%
-18.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | -0.8% | +3.2% | -4.0% | -2.5% |
| 30D | -3.9% | +0.9% | -4.8% | -4.5% |
| 3M | 0.0% | +7.7% | -7.8% | -4.4% |
| 6M | +8.5% | +29.0% | -20.4% | -6.1% |
| YTD | +13.2% | +32.5% | -19.2% | -3.9% |
| 1Y | +15.0% | +47.3% | -32.3% | -8.4% |
| All | +49.4% | +67.4% | -18.0% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling