-35.5%
MOD vs PFG
+44.5%
-80.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -17.8% | +3.0% | -20.8% | -18.5% |
| 30D | -43.2% | +8.2% | -51.4% | -44.7% |
| 3M | -46.0% | +2.7% | -48.7% | -46.6% |
| 6M | -62.2% | +17.2% | -79.5% | -67.3% |
| YTD | -22.8% | +34.8% | -57.6% | -43.7% |
| 1Y | -35.5% | +43.6% | -79.0% | -54.4% |
| All | -35.5% | +44.5% | -80.0% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling