+986.1%
MDY vs PFG
+985.4%
+0.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +2.3% | +2.4% | -0.1% | +1.4% |
| 30D | +2.0% | +5.9% | -3.9% | -0.1% |
| 3M | -5.6% | -0.4% | -5.2% | -5.7% |
| 6M | +1.3% | +14.8% | -13.6% | -4.1% |
| YTD | +12.3% | +31.9% | -19.6% | +1.0% |
| 1Y | +15.8% | +38.8% | -23.0% | +2.2% |
| 3Y | +56.5% | +82.4% | -25.9% | +24.8% |
| 5Y | +35.1% | +94.7% | -59.6% | +4.7% |
| 10Y | +167.4% | +187.0% | -19.6% | +73.9% |
| All | +986.1% | +985.4% | +0.7% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling