+966.8%
MOD vs PFG
+203.0%
+763.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.0% | +5.8% | +6.8% |
| 7D | -13.9% | +2.3% | -16.2% | -16.1% |
| 30D | -41.5% | +7.6% | -49.1% | -45.3% |
| 3M | -45.7% | +2.5% | -48.3% | -47.6% |
| 6M | -61.1% | +16.6% | -77.7% | -66.7% |
| YTD | -20.5% | +34.1% | -54.5% | -38.9% |
| 1Y | -32.1% | +44.1% | -76.2% | -50.5% |
| 3Y | +146.5% | +86.3% | +60.2% | +48.0% |
| 5Y | +812.7% | +101.6% | +711.2% | +411.1% |
| 10Y | +966.8% | +197.9% | +769.0% | +342.5% |
| All | +966.8% | +203.0% | +763.8% | +342.5% |
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