+124.3%
MOD vs PFG
+75.1%
+49.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.8% | -3.4% | -4.5% |
| 7D | -34.2% | -0.7% | -33.4% | -34.3% |
| 30D | -51.9% | +2.8% | -54.7% | -53.4% |
| 3M | -53.0% | -1.0% | -52.0% | -53.4% |
| 6M | -66.4% | +13.6% | -79.9% | -71.2% |
| YTD | -31.5% | +31.1% | -62.6% | -48.8% |
| 1Y | -39.6% | +43.8% | -83.4% | -58.4% |
| All | +124.3% | +75.1% | +49.3% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling