+1,604.6%
MOD vs PFG
+244.0%
+1,360.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +5.5% |
| 7D | +9.6% | +5.5% | +4.1% | +4.9% |
| 30D | 0.0% | +2.4% | -2.3% | -2.1% |
| 3M | -35.4% | +13.6% | -49.0% | -42.7% |
| 6M | -7.3% | +27.9% | -35.2% | -25.0% |
| YTD | +45.8% | +35.6% | +10.2% | +12.6% |
| 1Y | +43.1% | +48.5% | -5.3% | +2.7% |
| 3Y | +297.7% | +66.9% | +230.8% | +162.8% |
| 5Y | +1,478.8% | +111.0% | +1,367.8% | +762.3% |
| All | +1,604.6% | +244.0% | +1,360.5% | +511.9% |
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