+808.1%
MOD vs PFGC
+362.5%
+445.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -17.8% | +15.0% | -32.9% | -24.2% |
| 30D | -43.2% | +17.0% | -60.2% | -48.2% |
| 3M | -46.0% | -2.5% | -43.6% | -46.9% |
| 6M | -62.2% | +19.2% | -81.4% | -66.4% |
| YTD | -22.8% | +23.4% | -46.2% | -32.8% |
| 1Y | -35.5% | +13.9% | -49.3% | -41.7% |
| 3Y | +128.2% | +82.0% | +46.2% | +68.0% |
| 5Y | +791.6% | +128.7% | +662.9% | +484.5% |
| All | +808.1% | +362.5% | +445.6% | +387.3% |
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