+450.0%
MOD vs PFG
+978.4%
-528.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.8% | -3.4% | -4.9% |
| 7D | -34.2% | -0.7% | -33.4% | -34.3% |
| 30D | -51.9% | +2.8% | -54.7% | -53.2% |
| 3M | -53.0% | -1.0% | -52.0% | -53.4% |
| 6M | -66.4% | +13.6% | -79.9% | -69.8% |
| YTD | -31.5% | +31.1% | -62.6% | -43.7% |
| 1Y | -39.6% | +43.8% | -83.4% | -52.9% |
| 3Y | +116.8% | +75.0% | +41.8% | +50.8% |
| 5Y | +713.8% | +95.2% | +618.6% | +430.1% |
| 10Y | +882.7% | +207.5% | +675.2% | +378.1% |
| All | +450.0% | +978.4% | -528.4% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling