+810.7%
MOD vs PFG
+182.5%
+628.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.6% |
| 7D | +16.1% | +0.1% | +16.0% | +16.0% |
| 30D | -38.5% | +5.0% | -43.5% | -41.4% |
| 3M | -46.8% | +0.1% | -46.9% | -47.7% |
| 6M | -61.6% | +13.8% | -75.4% | -66.5% |
| YTD | -20.5% | +31.2% | -51.8% | -38.0% |
| 1Y | -28.0% | +37.1% | -65.1% | -45.5% |
| 3Y | +134.9% | +80.6% | +54.3% | +44.2% |
| 5Y | +833.2% | +93.7% | +739.4% | +438.1% |
| All | +810.7% | +182.5% | +628.2% | +289.1% |
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