+906.4%
MOD vs PFG
+195.7%
+710.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +7.0% |
| 7D | -25.5% | -0.6% | -24.9% | -25.9% |
| 30D | -49.0% | +2.0% | -51.0% | -50.4% |
| 3M | -49.8% | -3.2% | -46.6% | -49.5% |
| 6M | -64.8% | +10.9% | -75.7% | -68.7% |
| YTD | -27.6% | +28.8% | -56.5% | -42.8% |
| 1Y | -35.2% | +39.2% | -74.4% | -51.6% |
| 3Y | +137.1% | +75.0% | +62.1% | +48.9% |
| 5Y | +760.3% | +91.9% | +668.3% | +398.8% |
| All | +906.4% | +195.7% | +710.6% | +312.4% |
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