+810.7%
MOD vs PFGC
+346.1%
+464.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +16.1% | +0.3% | +15.8% | +16.0% |
| 30D | -38.5% | +16.1% | -54.7% | -43.8% |
| 3M | -46.8% | +2.4% | -49.2% | -48.7% |
| 6M | -61.6% | +15.7% | -77.3% | -65.4% |
| YTD | -20.5% | +22.3% | -42.8% | -30.5% |
| 1Y | -28.0% | +13.9% | -41.9% | -35.0% |
| 3Y | +134.9% | +80.3% | +54.7% | +73.5% |
| 5Y | +833.2% | +136.1% | +697.0% | +503.6% |
| All | +810.7% | +346.1% | +464.6% | +382.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling