+1,094.4%
MOD vs PFG
+1,015.3%
+79.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +5.3% |
| 7D | +9.6% | +5.5% | +4.1% | +5.8% |
| 30D | 0.0% | +2.4% | -2.3% | -1.7% |
| 3M | -35.4% | +13.6% | -49.0% | -41.3% |
| 6M | -7.3% | +27.9% | -35.2% | -21.6% |
| YTD | +45.8% | +35.6% | +10.2% | +18.8% |
| 1Y | +43.1% | +48.5% | -5.3% | +10.1% |
| 3Y | +297.7% | +66.9% | +230.8% | +188.3% |
| 5Y | +1,478.8% | +111.0% | +1,367.8% | +890.3% |
| 10Y | +1,633.4% | +244.5% | +1,388.9% | +697.7% |
| All | +1,094.4% | +1,015.3% | +79.1% | +149.3% |
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 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