-35.2%
MOD vs PFG
+40.5%
-75.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.1% |
| 7D | -25.5% | -0.6% | -24.9% | -25.6% |
| 30D | -49.0% | +2.0% | -51.0% | -49.5% |
| 3M | -49.8% | -3.2% | -46.6% | -49.4% |
| 6M | -64.8% | +10.9% | -75.7% | -68.8% |
| YTD | -27.6% | +28.8% | -56.5% | -46.8% |
| 1Y | -35.2% | +39.2% | -74.4% | -54.3% |
| All | -35.2% | +40.5% | -75.7% | -54.3% |
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