+906.4%
MOD vs PFGC
+347.9%
+558.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.6% |
| 7D | -25.5% | +8.5% | -34.1% | -29.8% |
| 30D | -49.0% | +15.0% | -64.0% | -53.2% |
| 3M | -49.8% | -6.2% | -43.6% | -49.8% |
| 6M | -64.8% | +15.7% | -80.5% | -68.3% |
| YTD | -27.6% | +19.6% | -47.2% | -36.2% |
| 1Y | -35.2% | +13.2% | -48.4% | -41.4% |
| 3Y | +137.1% | +77.0% | +60.2% | +76.5% |
| 5Y | +760.3% | +121.5% | +638.8% | +470.5% |
| All | +906.4% | +347.9% | +558.4% | +446.0% |
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